Table of contents
Insights into European interbank network contagion
Dionisis Philippas, Yiannis Koutelidakis, Alexandros LeontitsisThe purpose of this paper is to analyse the importance of interbank connections and shocks on banks’ capital ratios to financial stability by looking at a network comprising a…
Product-mix and bank performance: new U.S. and Canadian evidence
Christian Calmès, Raymond Théoret– The purpose of this paper is to analyse the link between product-mix and bank performance with a comprehensive look at the contribution of each component of banking activities.
Testing the skill of mutual fund managers: evidence from India
Prateek Sharma, Samit PaulThe purpose of this paper is to utilize a constrained random portfolio-based framework for measuring the skill of a cross-section of Indian mutual fund managers. Specifically, the…
Bank dependency and banker directors
Karlyn MitchellDirectors play a hard-to-quantify but critical role in the success of corporations. Outside directors supplement the firm-specific knowledge of inside directors by providing…
Value versus growth: Taiwan evidence
Chuan-Hao Hsu, Kuei-Chih Lee, Yi-Ping Chang, Hung-Gay FungThe purpose of this paper is to use a stochastic dominance test to examine the relative performance of value vs growth stocks based on multiple value-growth proxies in the Taiwan…
Performance of Black-Scholes model with TSRV estimates
Shivam Singh, Vipul .The purpose of this paper is to test the pricing performance of Black-Scholes (B-S) model, with the volatility of the underlying estimated with the two-scale realised volatility…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson