Asia-Pacific Financial Markets最新文献_第6页

Do Carbon Performance and Disclosure Practices Effect Companies’ Financial Performance: A Non-Linear Perspective 碳绩效和信息披露实践是否影响公司的财务绩效？非线性视角

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-09-26 DOI: 10.1007/s10690-023-09428-5

Suchismita Ghosh, Ritu Pareek, Tarak Nath Sahu

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引用次数: 0

Value Relevance of Comprehensive Income reported as per IFRS-converged Indian Accounting Standards 根据《国际财务报告准则》与《印度会计准则》的换算报告的综合收入的价值相关性

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-09-15 DOI: 10.1007/s10690-023-09422-x

Sushma Vishnani, Nityanand Deva, Dheeraj Misra

引用次数: 0

Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach 台湾期货市场交易时段收益率波动预测：跳变方法的周期性制度转换

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-09-08 DOI: 10.1007/s10690-023-09415-w

Yi-Hao Lai, Yi-Chiuan Wang, Yu-Ching Chang

引用次数: 0

The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality 隔夜事件对日间收益的影响——基于市场质量的市场微观结构分析

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-09-07 DOI: 10.1007/s10690-023-09424-9

Sreekha Pullaykkodi, Rajesh H. Acharya

引用次数: 0

Nexus Between Indian Economic Growth and Remittance Inflows: A Non-linear ARDL Approach 印度经济增长与汇款流入之间的关系:一个非线性的ARDL方法

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-09-06 DOI: 10.1007/s10690-023-09423-w

Muhammed Ashiq Villanthenkodath, Mohd Arshad Ansari

{"title":"Nexus Between Indian Economic Growth and Remittance Inflows: A Non-linear ARDL Approach","authors":"Muhammed Ashiq Villanthenkodath, Mohd Arshad Ansari","doi":"10.1007/s10690-023-09423-w","DOIUrl":"10.1007/s10690-023-09423-w","url":null,"abstract":"<div><p>This study examines the empirical link between remittance inflows and India's economic growth, particularly emphasizing the association's asymmetries as the prior studies were neglected. Therefore, it formulated a growth function that assesses the non-linear influence of the remittance inflows on economic growth by endogenizing the gross fixed capital formation, official exchange rate, and export growth. Relying on the annual time series data for India, the work uses the Non-Linear Auto-Regressive Distribution Lag (NARDL) model to expose the non-linear influence of the remittance inflows on economic growth by controlling the gross fixed capital formation, official exchange rate, and export growth for the period ranges from 1975 to 2021. The outcomes show the presence of the long-run relationship among the variables vector. Further, the results indicate an asymmetric impact of remittance inflows on economic growth both in the long run and short run. Moreover, the findings reveal a rise in the remittance inflows leads to an increase in economic growth, whereas a fall in the remittance inflows ends up in a reduction of economic growth. Additionally, the outcomes show a negative and significant impact of gross fixed capital formation and official exchange rate on economic growth in the long run. It also observed an insignificant negative influence of export growth on the specified growth model.</p></div>","PeriodicalId":54095,"journal":{"name":"Asia-Pacific Financial Markets","volume":"31 3","pages":"473 - 495"},"PeriodicalIF":2.5,"publicationDate":"2023-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47103355","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

PDE-Based Bayesian Inference of CEV Dynamics for Credit Risk in Stock Prices 基于PDE的股票价格信用风险CEV动力学的贝叶斯推断

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-08-25 DOI: 10.1007/s10690-023-09420-z

Kensuke Kato, Nobuhiro Nakamura

引用次数: 0

The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence 全球经济政策方向性不确定性对印度股市波动的影响:新证据

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-08-25 DOI: 10.1007/s10690-023-09421-y

Aswini Kumar Mishra, Anand Theertha Nakhate, Yash Bagra, Abinash Singh, Bibhu Prasad Kar

{"title":"The Impact of Directional Global Economic Policy Uncertainty on Indian Stock Market Volatility: New Evidence","authors":"Aswini Kumar Mishra, Anand Theertha Nakhate, Yash Bagra, Abinash Singh, Bibhu Prasad Kar","doi":"10.1007/s10690-023-09421-y","DOIUrl":"10.1007/s10690-023-09421-y","url":null,"abstract":"<div><p>This paper examines the effect of economic policy uncertainty (EPU) on the Indian capital market using the generalized autoregressive conditional heteroscedastic mixed data sampling (GARCH-MIDAS) approach. This study also disintegrates the Global EPU (GEPU) on its components using identity functions such as up, down, and composite parts dependent on the adjustment in the heading of the EPU and GEPU and tests the linkages among these parameters and the Indian securities exchange instability. Our empirical study shows that GEPU positively and significantly impacts the Indian capital market's volatility. That indicates that the Indian capital exchange volatility will also be unstable when the global economic policy uncertainty is higher. Further, based on the dynamic directions of EPU and GEPU, our results show that, in diverse situations, directional GEPU may present differently in predicting the uncertainty in the Indian capital market. This is primarily so when EPU and GEPU climb in the same period when our approach can obtain more powerful prediction precision.</p></div>","PeriodicalId":54095,"journal":{"name":"Asia-Pacific Financial Markets","volume":"31 3","pages":"423 - 452"},"PeriodicalIF":2.5,"publicationDate":"2023-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47928990","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

Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach 均值-方差法中收益隐含分布的最优货币投资组合

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-08-22 DOI: 10.1007/s10690-023-09414-x

Yuta Hibiki, Takuya Kiriu, Norio Hibiki

引用次数: 0

The Impact of Third-Party Financial Products on the Consumer Loan Services Market in the Banking Sector: An Analysis of Sales Progress and Consumer Behavior 第三方金融产品对银行业消费贷款服务市场的影响:销售进度与消费者行为分析

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-08-17 DOI: 10.1007/s10690-023-09419-6

Narendra Singh Ranawat, Ayon Chakraborty

{"title":"The Impact of Third-Party Financial Products on the Consumer Loan Services Market in the Banking Sector: An Analysis of Sales Progress and Consumer Behavior","authors":"Narendra Singh Ranawat, Ayon Chakraborty","doi":"10.1007/s10690-023-09419-6","DOIUrl":"10.1007/s10690-023-09419-6","url":null,"abstract":"<div><p>Certain predominant Banks astride across India stayed esoterically stable while graphing nascent opportunities in retail banking sectors to intensify their financial values. And concomitantly, Money lending facilities i.e., Consumer Loan services are one of those offerings which are supposed to meet the customer’s needs and requirements. But due to a lack of proper ‘customer education’, customers are made to purchase third-party financial products like mutual funds or insurance policies as mandatory at the time of disbursement of loans by the bank officials, which results in financial losses to the customers. The study is carried out to explore various loan facilities provided by major banks so that customers can avail of the loan facilities as per their requirements. We have studied and surveyed all consumer loan services available, and on the basis of certain parameters such as Interest Rates, Equated Monthly Installment (EMI), Processing Fee, Pre- Payment Charges, Charges for Late Payments of EMI, Cheques/ Electronic Clearing Service (ECS) Return Charges, Mandate Life Insurance Policies, etc. The study concluded that customers should be exposed to all types of terms and conditions regarding third-party financial products at the time of loan disbursement so that every customer can be protected from mis-selling third-party financial products. Therefore, this study will enhance the literature towards’ customer education’ and will spread awareness of certain terms and conditions to the customer at the time of disbursement of loans in their account.</p></div>","PeriodicalId":54095,"journal":{"name":"Asia-Pacific Financial Markets","volume":"31 2","pages":"367 - 387"},"PeriodicalIF":2.5,"publicationDate":"2023-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43042657","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

Forecasting of Crude Oil Prices Using Wavelet Decomposition Based Denoising with ARMA Model 基于小波分解的ARMA模型去噪原油价格预测

IF 2.5

Asia-Pacific Financial Markets Pub Date : 2023-08-17 DOI: 10.1007/s10690-023-09418-7

Prabhat Mittal

引用次数: 0