International Journal of Financial Engineering最新文献_第3页

Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19 部门指数之间的动态溢出效应:来自第一波和第二波COVID-19的证据

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-29 DOI: 10.1142/s2424786323500202

Amritkant Mishra, Ajitabh Dash, Shri Narayan Pandey, Amba Agarwal

{"title":"Dynamic spillover among the sectoral indices: Evidence from first and second waves of COVID-19","authors":"Amritkant Mishra, Ajitabh Dash, Shri Narayan Pandey, Amba Agarwal","doi":"10.1142/s2424786323500202","DOIUrl":"https://doi.org/10.1142/s2424786323500202","url":null,"abstract":"This examination endeavors to divulge the effects of the COVID-19 first and second waves on daily sectoral indices and volatility spillover in Indian markets. The empirical outcomes of the analysis reveal that the outbreaks of the first and second waves had a heterogeneous impact on the average value of eleven major sectoral indices. It also produces sufficient evidence of the assorted impacts of the first and second waves on volatility. The empirical outcome also confirms that the COVID-19 first wave led to greater uncertainty and intensification of volatility in the financial market as compared to the second wave. Finally, our research shows that the auto, banking, and Fast-moving consumer good (FMCG) sectors in India experienced higher volatility during the first wave of COVID-19, as these sectors contributed to the volatility in other sectors. However, consumer durables, metals, and oil and gas appear to have had the greatest impact on sectoral indices during the first wave, as they are a net recipient of volatility in the Indian financial market. On the other hand, on the basis of relevant outcomes, it can be surmised that the media, FMCG, and banking sectors demonstrated a high level of dominance on the other indices during the second wave of COVID-19 in India. However, consumer durables, pharmaceuticals, real estate, and information technology sectoral indices appeared mostly affected during the first and second waves of COVID-19, as they are net receivers of volatility in the Indian financial market.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42422776","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

Access and usage of financial products in India: A gender gap analysis 印度金融产品的获取和使用:性别差异分析

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-28 DOI: 10.1142/s2424786323500226

S. M. Keerthikumara, D. Sujatha Susanna Kumari

引用次数: 0

Quadratic effect of bank size on capital regulation and risk-taking behavior: Evidence from the Central Europe 银行规模对资本监管和风险承担行为的二次效应:来自中欧的证据

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-27 DOI: 10.1142/s2424786323500196

Syed Moudud-Ul-Huq, Musfikur Rahman

{"title":"Quadratic effect of bank size on capital regulation and risk-taking behavior: Evidence from the Central Europe","authors":"Syed Moudud-Ul-Huq, Musfikur Rahman","doi":"10.1142/s2424786323500196","DOIUrl":"https://doi.org/10.1142/s2424786323500196","url":null,"abstract":"This paper primarily examines the quadratic effect of banks’ size on capital regulation and risk-taking behavior by using simultaneous equation approach. This paper primarily examines the quadratic effect of banks’ size on capital regulation and risk-taking behavior by using simultaneous equation approach. To carry out the objective, this study has been built on the two-stage least squares (2SLS) method for a dynamic unstructured panel data of 85 banks from the Central European banks for the period 2012–2017. There is a positive and significant relation between regulatory capital and risk. Also, higher risk-taking behavior causes banks to sacrifice their stability. This study also finds that there is a negative correlation between bank size and capital, indicating that larger the bank size lower tendency to keep capital more. In similar way, there is also a negative association between bank size and risk taking, indicating that lower tendency of taking risk by large banks and vice-versa. Finally, this paper can be used as a medium of information for the stakeholders of banks and others financial institutions of the country. There is a dearth of literature which was built on the quadratic effect of bank size regarding recent financial regulation and risk.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":" ","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44353183","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

Deep learning-based option pricing for Barndorff–Nielsen and Shephard model Barndorff–Nielsen和Shephard模型的基于深度学习的期权定价

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-26 DOI: 10.1142/s2424786323500159

Takuji Arai

引用次数: 2

Fama and French three and six-factor models: Evidence from Indian stock exchange Fama和French的三因素和六因素模型:来自印度证券交易所的证据

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-20 DOI: 10.1142/s2424786323500172

H. R. Tejesh, V. Jeelan Basha

引用次数: 0

Effect of Mergers on Bank of Baroda Before and After, a Study of the Banking Sector 并购对巴罗达银行并购前后的影响——银行业研究

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-17 DOI: 10.37394/232032.2023.1.29

Neeraj Rani, D. Sangeeta

{"title":"Effect of Mergers on Bank of Baroda Before and After, a Study of the Banking Sector","authors":"Neeraj Rani, D. Sangeeta","doi":"10.37394/232032.2023.1.29","DOIUrl":"https://doi.org/10.37394/232032.2023.1.29","url":null,"abstract":"The banking industry has been essential to the economy’s development. Mergers and acquisitions are one of the best ways for banks to expand. The government merged banks when banks had more non-performing assets (NPA), less efficiency for work, no global reach, less profitable situation, or had other unimportant features. The government decided to combine three public sector banks in 2019, namely Vijaya Bank, Dena Bank, and Bank of Baroda (BOB). BOB rose to become India’s third-largest bank following the merger. In order to analyze the position of the bank, the study covered various indicators like Gross & Net NPA, operational profit, net profit, capital adequacy ratio (CAR), return on assets (ROA), return on equity (ROE), earning per share (EPS), deposits & advances. Charts are used to analyze these factors, and data from the two years before and two years after the banks’ merger has been used. Secondary sources such as annual reports, websites, various publications, etc. has been used to get the data. After the two-year merger, operating profits rose by 40.11% and 52.96%, while net profits rose by 25.81% and 91.01%, demonstrating improved efficiency. Since gross NPA exceed net NPA, banks had control the NPA such that inefficiency became efficiency. Deposits and advances have both climbed, and the CAR has as well, indicating that there is enough capital on hand to handle losses. Since the merger, EPS, ROA, and ROE have all dramatically increased. According to the study, the bank’s performance of BOB improved after the merger.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":"12 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76551758","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 Artificial Intelligence on the Indian Retail Industry 人工智能对印度零售业的影响

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-17 DOI: 10.37394/232032.2023.1.30

M. Dr.DHADURYANAIK, Dr. Srinivasa Rao Dokku, Veerla Nagamalleswara, Dr Venkata Naga, S. Challa, D. M. S. Narayana, Munni Venuthurumilli

引用次数: 0

The Impact of Cryptocurrency on the Investment Market 加密货币对投资市场的影响

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-13 DOI: 10.37394/232032.2023.1.28

Shakhnos Gapurbaeva, A. Orozonova, Andrii Zinchenko, T. Ovcharenko, L. Huliaieva

{"title":"The Impact of Cryptocurrency on the Investment Market","authors":"Shakhnos Gapurbaeva, A. Orozonova, Andrii Zinchenko, T. Ovcharenko, L. Huliaieva","doi":"10.37394/232032.2023.1.28","DOIUrl":"https://doi.org/10.37394/232032.2023.1.28","url":null,"abstract":"The development of cryptocurrencies by banking institutions operating in the online environment provides for the purchase and sale of cryptocurrencies on stock exchanges, not on crypto exchanges, allowing the use of cryptocurrencies as a means of payment and investment. The aim of the article is to determine the impact of cryptocurrency on the investment market based on the analysis of key environmental factors that affect the correlation of these variables. The issue of cryptocurrency by banking institutions also ensures its stability, thus expanding the investment potential of this financial instrument. The above contributes to the formation of the cryptocurrency investment market in the structure of the stock market.The development of cryptocurrencies of banking institutions operating in the online environment, provides the purchase and sale of cryptocurrencies on stock exchanges, and not on crypto exchanges, allowing the use of cryptocurrencies as a means of payment and investment. Among the factors that indicate the negative impact of cryptocurrency on the investment market are the following: the lack of a stable value of cryptocurrency and its volatility, dependence on fluctuations in the world economy and macroeconomic factors, in particular demand; as a result of the first factor, cryptocurrency as an object of investment activity is quite risky. Further research should be devoted to the issues of central bank digital currencies and their potential impact on competition in the market of private digital currencies based on blockchain technology.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89713887","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 Role of Business Incubators in Promoting Entrepreneurship of Higher Education Institutions 企业孵化器在促进高校创业中的作用

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-13 DOI: 10.37394/232032.2023.1.27

Firas Rifai, Hani Al-Mimi, Mohammed Rasmi, A. Aldahoud

{"title":"The Role of Business Incubators in Promoting Entrepreneurship of Higher Education Institutions","authors":"Firas Rifai, Hani Al-Mimi, Mohammed Rasmi, A. Aldahoud","doi":"10.37394/232032.2023.1.27","DOIUrl":"https://doi.org/10.37394/232032.2023.1.27","url":null,"abstract":"This study aims to measure the influence of university incubators on promoting the culture of entrepreneurship and to what extent these incubators guide and motivate students, teaching staff, and university employees to achieve entrepreneurial achievements in various disciplines and fields. The questionnaire was used as a tool to collect the required data. The study population consists of students, teaching staff, administrators, and employees from almost all Jordanian universities, which are estimated to be more than tens of thousands. We distributed the questionnaire among 14 universities, and only 310 responses were collected. Based on the results of the questionnaire that were statistically analyzed, presented, and processed we believe that business incubators are like any existing project. Universities must pay attention to all matters that may lead to their success, including attention to all administrative, financial, and marketing matters, in addition to paying attention to all work they carry out, including the mechanism of helping small projects. It is necessary to introduce an entrepreneurship course within the compulsory requirements at the university level and for first or second-year students, because of its importance in spreading the culture of entrepreneurship among students. We hope that our recommendations will change the horizons of the university community and intellectual level and convert graduate students from “job seekers” into “job creators” which strongly contribute to solving unemployment and poverty problems.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":"103 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82335391","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 Improvement of Service Quality in Prefabricated Steel Structure Construction Process 预制钢结构施工过程中服务质量的提高

IF 0.7

International Journal of Financial Engineering Pub Date : 2023-07-13 DOI: 10.37394/232032.2023.1.24

Sarunya Lertputtarak, Artit Treepob, Denis Samokhin

{"title":"The Improvement of Service Quality in Prefabricated Steel Structure Construction Process","authors":"Sarunya Lertputtarak, Artit Treepob, Denis Samokhin","doi":"10.37394/232032.2023.1.24","DOIUrl":"https://doi.org/10.37394/232032.2023.1.24","url":null,"abstract":"The purpose of this study is to investigate customers’ perceptions of service quality and to present guidelines for improving services in prefabricated steel structure management. The researchers use qualitative research by in-depth interview as a data collection method. Twenty customers in Bangkok who had used the service in the construction of prefabricated steel structures were the key informants. The results showed that in developing the service quality of the steel building structure business, the management had to improve the entire process in three stages, which are as follows: 1) the pre-service stage consists of providing tender document and contract and design ability for prefabricated steel structures; 2) the in-service stage consists of contract and design modifications, time management, resources management, ability to monitor the construction process, team management, and safety management ; 3) the post-service stage consists of success in service activities and success in financial and monitoring management. This three-step process improvement increased customer satisfaction in the present and would persuade potential customers to choose to use the services.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":"16 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77131485","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