Table of contents
The interbank payment network and financial system stability
Imaduddin Sahabat, Tumpak Silalahi, Ratih Indrastuti, Marizsa HerlinaThe financial turbulence resulting from the global financial crisis sparked the interest in improving understanding of financial risks. The transmission of financial institution…
Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017
Mariya GubarevaThe aim of this research is twofold. First, we study average levels of liquidity for long-run through-the-cycle periods, which potentially allow eliminating procyclicality from…
Stock market performance and cross-border mergers and acquisitions in South Africa: 1991 to 2014
Kasyoka Magdalene Wilson, Désiré VencatachellumSince the attainment of fully fledged democracy in 1994, South Africa witnessed a substantial increase in both the number and the value of completed mergers and acquisitions…
Modelling industry interdependency dynamics in a network context
Ya Qian, Wolfgang Härdle, Cathy Yi-Hsuan ChenInterdependency among industries is vital for understanding economic structures and managing industrial portfolios. However, it is hard to precisely model the interconnecting…
Financial technology: a review of extant literature
Vikas Sangwan, Harshita , Puneet Prakash, Shveta SinghThis paper aims to undertake a thematic review of academic papers on financial technology (FinTech) to identify three broad categories for the purpose of classifying extant…
A tale of two coffees? Analysing interaction and futures market efficiency
Mark J. Holmes, Jesús OteroThe purpose of this paper is to assess the informational efficiency of Arabica (other milds) and Robusta coffee futures markets in terms of predicting future coffee spot prices.
Monotonicity, linearity and symmetry in the price volatility–volume relationship: Evidence from energy futures markets
Panos Fousekis, Dimitra TzaferiThis paper aims to investigate the contemporaneous link between price volatility and trading volume in the futures markets of energy.
Interest rate option hedging portfolios without bank account
Alberto Bueno-GuerreroThis paper aims to study the conditions for the hedging portfolio of any contingent claim on bonds to have no bank account part.
Leverage, investment, and recovery from a financial crisis: the role of debt overhang
Andreas KuchlerPrivate investment in advanced economies contracted sharply during the downturn that followed the global financial crisis. A substantial debt overhang has been one proposed…
How did regulation and market discipline influence banking distress in Europe?: Lessons from the global financial crisis
Vitor Branco Oliveira, Clara RaposoThis paper aims to examine the relationship between regulation, market discipline and banking distress.
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner