Table of contents - Special Issue: Applied Financial Modelling
Guest Editors: Paresh Kumar Narayan, Jonathan Batten
Construction of infrastructure index for Indonesia
Sahminan Sahminan, Oki Hermansyah, Robbi Nur RakhmanThe purpose of this paper is to construct indices on Indonesia’s economic infrastructure. The components of infrastructure include transportation, communications and electricity…
Understanding Indonesia’s exchange rate behavior
R. Eki RahmanThe main aim of this paper is to examine the mechanism of determining the exchange rate of the US dollar against the Indonesian rupiah (USD/IDR) by market players to manage the…
Non-core deposit of Indonesian banking
Cicilia A. Harun, Raquela Renanda NattanThis paper aims to examine non-core deposit (NCD), or the fraction of deposit most likely to be withdrawn, based on bank liquidity behavior. NCD is an analytical component of bank…
Fiscal sustainability in India: evidence from Markov switching and threshold regression models
Vaseem Akram, Badri Narayan RathThe purpose of this study is to examine the fiscal sustainability issue by dividing the fiscal deficit into high and low regimes using the quarterly data from 1997: Q1 to 2013…
Crude palm oil prices and default risk: an analysis of Indonesia’s listed agricultural firms
Arlyana Abubakar, Agung Bayu Purwoko, Hesti Werdaningtyas, Sulistiyo Kadam Ardiyono, Frida Yunita SinuratThis study aims to examine how crude palm oil (CPO) price impacts corporate default risk (CDR) of agricultural firms in Indonesia’s palm oil industry.
Digital trade facilitation and bilateral trade in selected Asian countries
Normaz Wana IsmailDigital technology is gaining attention among many scholars as a way to facilitate trade. This study aims to investigate three important digital dimensions (DD), namely, digital…
Does bank regulation and supervision impedes the efficiency of microfinance institutions to eradicate poverty? Evidence from ASEAN-5 countries
Nurazilah Zainal, Annuar Md Nassir, Fakarudin Kamarudin, Siong Hook LawThe purpose of this study is to examine how banking regulation and supervision affect the performance of microfinance institutions (MFIs). It proposes performance of the MFIs from…
Do foreign banks in India respond to global monetary policy shocks? A SVAR analysis
Ameen Omar Shareef, K.P. PrabheeshThis paper aims to examine the role of foreign banks in transmitting global monetary policy shocks to India. Further, the authors try to explore the international bank lending…
Do surges in foreign direct investment inflows lead to surges in economic growth? Evidence from developing countries
Jagadish Prasad SahuThe purpose of this paper is to examine whether surge in foreign direct investment (FDI) inflows leads to surge in economic growth in 52 developing countries for the period…
Global value chain embeddedness, labour productivity and employment in the Asia-Pacific countries
Bhushan Praveen JangamThe purpose of this paper is to examine the effects of the global value chain (GVC) participation and the associated improvements in labour productivity and employment among 16…
Institutions, human capital and economic growth in developing countries
Md Akther Uddin, Md Hakim Ali, Mansur MasihThis paper aims to study institutions, human capital and economic growth in developing countries.
Testing deviations from PPP and UIP: evidence from BRICS economies
K.P. Prabheesh, Bhavesh GargThis paper aims to investigate the interrelations between purchasing power parity (PPP) and uncovered interest parity (UIP) in BRICS economies, namely, Brazil, Russia, India…
Do government expenditures and institutions drive growth? Evidence from developed and developing economies
Noor Zahirah Mohd Sidek, Mehmet AsutayMost empirical studies on the government expenditure-economic growth nexus suggest a negative relationship between the size of the government expenditures and economic growth…
Stability versus fragility: new evidence from 84 banks
Mohsin Ali, Omair Haroon, Syed Aun R. Rizvi, Wajahat AzmiThis paper aims to examine whether competition from Islamic banks add to the financial stability and profitability of financial sector and to assess the sources of such…
Do government expenditure reduce income inequality: evidence from developing and developed countries
Noor Zahirah Mohd SidekThis paper aims to re-examine the impact of government expenditure on income inequality. Existing studies provide mixed results on whether government expenditure reduces or…
COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship
Pradipta Kumar SahooThis paper aims to empirically examine the effect of Coronavirus disease 2019 (COVID-19) pandemic on cryptocurrency market returns with particular attention to top five…
The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic
Bhavesh Garg, K.P. PrabheeshThis paper aims to investigate whether the interest rate differentials Granger cause expected change in the exchange rate during the COVID-19 period. The study examines if the…
Impact of digital financial inclusion on ASEAN banking stability: implications for the post-Covid-19 era
Hasanul Banna, Md Rabiul AlamThis paper aims to investigate how digital financial inclusion (DFI) can be a potential factor to maintain banking stability in Association of Southeast Asian Nations (ASEAN…
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner