发布求助
文献互助 智能选刊 最新文献

International Journal of Monetary Economics and Finance最新文献

筛选
英文 中文
The impacts of monetary policy of the Czech National Bank on selected economic indicators 捷克国家银行的货币政策对选定经济指标的影响
International Journal of Monetary Economics and Finance Pub Date : 2021-02-19 DOI: 10.1504/IJMEF.2021.113306
Liběna Černohorská
{"title":"The impacts of monetary policy of the Czech National Bank on selected economic indicators","authors":"Liběna Černohorská","doi":"10.1504/IJMEF.2021.113306","DOIUrl":"https://doi.org/10.1504/IJMEF.2021.113306","url":null,"abstract":"The aim of the paper is to determine the impact of monetary policy of the Czech National Bank (CNB) on selected economic variables between the years 1996 and 2017. We will therefore examine the long-term relationships between M3 and short-term interest rates in relation to inflation and other economic variables, i.e., gross domestic product (GDP) and bank loans to the private non-financial sector. Time series analysis is performed using Engle-Granger co-integration analysis to find long-term relationships and Granger causality testing to determine mutual short-term relationships between the monitored variables. The empirical results show that there are no long-term relationships between the monitored variables there are only short-term ones. This leads to the conclusion that the development of the inflation rate, GDP, and loan volume can be predicted based on the development of the M3 monetary aggregate and the CNB's basic interest rate to Granger causality. Therefore, we can positively assess the CNB's decision to leave the targeting money supply.","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"14 1","pages":"35"},"PeriodicalIF":0.0,"publicationDate":"2021-02-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47750207","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Complexity of exchange rate movement, analysis and volatility forecasting models: a review 汇率变动的复杂性、分析和波动预测模型:综述
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/ijmef.2021.10039411
Alexander Owiredu, Kofi Nyarko Gyimah, Alexander Amo Baffour
{"title":"Complexity of exchange rate movement, analysis and volatility forecasting models: a review","authors":"Alexander Owiredu, Kofi Nyarko Gyimah, Alexander Amo Baffour","doi":"10.1504/ijmef.2021.10039411","DOIUrl":"https://doi.org/10.1504/ijmef.2021.10039411","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716465","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Empirical evidence of the monetary approach to the exchange rate determinants under a fully flexible regime: the case of Mexico 在完全灵活的制度下，货币方法对汇率决定因素的实证证据:墨西哥的例子
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/ijmef.2021.10043254
Arturo Lorenzo Valdes, Bárbara Trejo Becerril, Alberto Gallegos David
{"title":"Empirical evidence of the monetary approach to the exchange rate determinants under a fully flexible regime: the case of Mexico","authors":"Arturo Lorenzo Valdes, Bárbara Trejo Becerril, Alberto Gallegos David","doi":"10.1504/ijmef.2021.10043254","DOIUrl":"https://doi.org/10.1504/ijmef.2021.10043254","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716741","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The local currency oil price and food price relationship for Turkey: a dynamic correlation and time-frequency dependency analysis 土耳其当地货币石油价格和食品价格关系:动态相关和时频依赖分析
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/ijmef.2021.116542
H. Ertuğrul
{"title":"The local currency oil price and food price relationship for Turkey: a dynamic correlation and time-frequency dependency analysis","authors":"H. Ertuğrul","doi":"10.1504/ijmef.2021.116542","DOIUrl":"https://doi.org/10.1504/ijmef.2021.116542","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716798","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Analysis of currency volatility from a macroeconomic perspective: the case of selected emerging market economies (EMEs) 宏观经济视角下的货币波动分析:以选定的新兴市场经济体为例
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/ijmef.2021.118285
A. Hoosain, Alta Joubert, E. Sekyere
{"title":"Analysis of currency volatility from a macroeconomic perspective: the case of selected emerging market economies (EMEs)","authors":"A. Hoosain, Alta Joubert, E. Sekyere","doi":"10.1504/ijmef.2021.118285","DOIUrl":"https://doi.org/10.1504/ijmef.2021.118285","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716857","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Modelling exchange rate movements in South Africa: an ARDL application 南非汇率变动建模:一个ARDL应用程序
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/IJMEF.2021.10038319
Adefemi A. Obalade, Andile Sithole, Thalente Dlamini, Minenhle Khanyile, Zama Zungu, P. Muzindutsi
{"title":"Modelling exchange rate movements in South Africa: an ARDL application","authors":"Adefemi A. Obalade, Andile Sithole, Thalente Dlamini, Minenhle Khanyile, Zama Zungu, P. Muzindutsi","doi":"10.1504/IJMEF.2021.10038319","DOIUrl":"https://doi.org/10.1504/IJMEF.2021.10038319","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716892","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Assessment of selected aspects of financial stability of the Czech banks 对捷克银行金融稳定性的某些方面进行评估
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/ijmef.2021.10033993
Pavla Vodová, Iveta Palečková
{"title":"Assessment of selected aspects of financial stability of the Czech banks","authors":"Pavla Vodová, Iveta Palečková","doi":"10.1504/ijmef.2021.10033993","DOIUrl":"https://doi.org/10.1504/ijmef.2021.10033993","url":null,"abstract":": The aim of the paper is to choose which financial ratios are the most suitable for inclusion into the aggregate financial stability index for commercial banks, to examine the selected aspects of the financial stability and performance of the Czech commercial banks and their parent companies with the use of chosen financial ratios, and to construct aggregate financial stability index. We examined the aspects of financial stability of the Czech commercial banks and their parent companies. We focused on several aspects of financial stability: the banking profitability, efficiency, liquidity, solvency and asset quality. Results show that Czech subsidiaries were more profitable, solvent and liquid than their parent companies. Nevertheless, the Czech subsidiaries are less efficient than parent companies. Finally, we created the new aggregate financial stability index.","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716007","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Explaining the endogeneity between the credit risk, liquidity risk, and off-balance sheet activities in commercial banks: a case of South Asian economies 解释商业银行信用风险、流动性风险和表外活动之间的内生性:以南亚经济体为例
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/IJMEF.2021.10035832
M. Basheer, Waeibrorheem Waemustafa, Mohamad Helmi Bin Hidthiir, S. Hassan
{"title":"Explaining the endogeneity between the credit risk, liquidity risk, and off-balance sheet activities in commercial banks: a case of South Asian economies","authors":"M. Basheer, Waeibrorheem Waemustafa, Mohamad Helmi Bin Hidthiir, S. Hassan","doi":"10.1504/IJMEF.2021.10035832","DOIUrl":"https://doi.org/10.1504/IJMEF.2021.10035832","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716059","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Data envelopment analysis of the impact and performance of China stock markets global integration: empirical analysis of MSCI China 中国股票市场全球一体化影响与绩效的数据包络分析——基于MSCI中国的实证分析
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/IJMEF.2021.10036572
Haochen Guo
{"title":"Data envelopment analysis of the impact and performance of China stock markets global integration: empirical analysis of MSCI China","authors":"Haochen Guo","doi":"10.1504/IJMEF.2021.10036572","DOIUrl":"https://doi.org/10.1504/IJMEF.2021.10036572","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"1 1","pages":"1"},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716117","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Impact of the COVID19, lockdown and unlock on the Indian stock market and its international linkage with the Chinese stock market 新冠肺炎疫情、封锁解锁对印度股市及其与中国股市国际联动的影响
International Journal of Monetary Economics and Finance Pub Date : 2021-01-01 DOI: 10.1504/ijmef.2021.10037686
N. Singh, Himanshu Goel, Shabnam Kumari
{"title":"Impact of the COVID19, lockdown and unlock on the Indian stock market and its international linkage with the Chinese stock market","authors":"N. Singh, Himanshu Goel, Shabnam Kumari","doi":"10.1504/ijmef.2021.10037686","DOIUrl":"https://doi.org/10.1504/ijmef.2021.10037686","url":null,"abstract":"","PeriodicalId":38654,"journal":{"name":"International Journal of Monetary Economics and Finance","volume":"12 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66716135","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信