October 2023 - 45 articles
Blockchain technology has emerged as a transformative force in the financial industry, offering the potential to streamline and enhance financial markets’ clearing and settlement processes. This paper explores the application of blockchain tech...
Corruption influences firm behavior and performance even in relatively transparent countries like the United States. In this paper, we examine whether corruption at the state level affected bank failures during the subprime mortgage crisis. Our measu...
The reduced cumulative distribution function (rCDF) is the maximal lower bound for the cumulative distribution function (CDF). It is equivalent to the inverse of the conditional value at risk (CVaR), or one minus the buffered probability of exceedanc...
Management in the banking industry is not solely focused on financial performance but also on the sustainability of their portfolios. To achieve this, banks need to incorporate sustainable finance into their balance sheet. In addition, a global pheno...
While the relationship between COVID-19 and employee attitudes has been studied in developed economies, little research has examined this relationship in emerging markets. This is relevant in the age of COVID-19, given the financial disruption it has...
This study examines the impact of volatility on the returns of nine National Stock Exchange (NSE) indices before, during, and after the COVID-19 pandemic. The study employed generalized autoregressive conditional heteroskedasticity (GARCH) modelling...
Drastic shifts in prices and housing market trends in recent years, representing shocks to the housing system, have led many residential developers to pause or cancel their projects. In the already heated housing markets of the Greater Toronto Area (...
The present work is amongst the few that attempt to critically assess the maturity of Business Model (BM) and strategy disclosures of listed firms under the shadow of the new EU reporting directive, the Corporate Sustainability Reporting Directive (C...
This study introduces a non-parametric methodology for estimating expected frequencies of defaults and other credit events. The methodology allows for an independent estimation of a credit-quality variable, referred to as a default rank variable. In...
This paper investigates the drivers of the market’s reaction to share repurchase announcements in the UK and the related abnormality in stock performance. It uniquely captures the impact of globalisation in tandem with a variety of firm-level a...
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