Index
Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics
ISBN: 978-1-83867-360-4, eISBN: 978-1-83867-359-8
ISSN: 1571-0386
Publication date: 1 March 2021
This content is currently only available as a PDF
Citation
(2021), "Index", Barnett, W.A. and Sergi, B.S. (Ed.) Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics (International Symposia in Economic Theory and Econometrics, Vol. 28), Emerald Publishing Limited, Leeds, pp. 439-449. https://doi.org/10.1108/S1571-038620210000028025
Publisher
:Emerald Publishing Limited
Copyright © 2021 Emerald Publishing Limited
INDEX
Index
Accountability
, 341
Accounting and Auditing Organization for Islamic Financial Institutions (AAIOFI)
, 296–297
Accounting infrastructure system
, 339
Additional test
, 79–80
Adhocracy culture
, 19–20
Administrative and Financial Director (DAF)
, 88
Agency
costs
, 402
theory
, 71, 402
Aging society
, 170
Amazon
, 4
Annual Report on Exchange Arrangements and Exchange Restrictions (AREAER)
, 146
Asian financial crisis
, 263
Asset turnover (AT)
, 409
Asymmetry (ASYM)
, 352, 355–356, 358
Audit Board of Republic of Indonesia (BPK RI)
, 381
Augmented Dickey Fuller test (ADF test)
, 161, 194, 253
Automatic Teller Machine (ATM)
, 325
Autoregressive distributed lag approach (ARDL approach)
, 161–162, 190, 197–199, 246–250
Bad debt on bank profitability
, 330–331
Balance sheet decomposition theory
, 401–402
Bank efficiency
, 325–327
on bank profitability
, 331–332
Bank liquidity
, 325
on bank profitability
, 332–334
Bank profitability
bad debt on
, 330–331
bank efficiency on
, 331–332
capital adequacy to
, 330
determinants of
, 326–327
green banking and
, 326
Bank(ing)
, 362 (see also Green banking)
risk
, 369
soundness
, 295, 304
Banking sector development (BSD)
, 190
Bankruptcy
, 398–399
Basel Committee
, 90
Basel Committee on Banking Supervision (BCBS)
, 85
Behavioral
economics
, 209
finance theory
, 208–210
Biases
, 210
Bilateral exchange rate
, 265
Bilson model
, 257
Bipower variation (BP)
, 224
Black box technology
, 56
Bounds testing
, 253
Broad money
, 149
Bulan Terang Utama (BTU)
, 5
housing
, 5
Online Market
, 5, 10–11
Business
organizations
, 17
process management
, 18
Calderon Rossell models
, 193
CAMEL ratios
, 295, 303
Capital adequacy
, 325–327
to bank profitability
, 330
Capital adequacy, asset quality, management profitability, earning, liquidity, sensitivity to risk method (CAMELS method)
, 295
Capital Adequacy Ratio (CAR)
, 325
Capital asset pricing model (CAPM)
, 354
Capital structure
, 282–283, 285
Carroll-type epidemiological model
, 424
modeling heterogeneity using
, 427–431
Cash flow to current liabilities (CFCL)
, 409–410
Cash flow to net worth (CFNW)
, 409
Cash flow to total debt (CFTD)
, 403
Cash Generating Unit (CGUs)
, 86
Cash marketable securities to total assets (CMSTA)
, 410
Cash to current liability (C$CL)
, 409
Cash to total asset (CTA)
, 409
Causality test
, 201
Cement industry
, 65
Central bank
, 133, 146
communications
, 424
Chief Compliance Officer (CCO)
, 87–88
Chinese rural residents
data sources and variable descriptions
, 175
difference between high and low consumption of rural elderly
, 181–182
empirical model
, 173–175
empirical results
, 176–181
literature review
, 171–173
robustness test
, 182
Clan culture
, 19–20
Co-movement in value at risk (CoVaR)
, 130–131
CO2 emissions
, 324
Coercive isomorphism
, 339–342
Cognition
, 93
Cognitive dissonance
, 93
Collective performance
, 94
Committee of Sponsoring Organizations (COSO)
, 358
Community Social Responsibility (CSR)
, 326
Compensation-based herding
, 210
Competing values framework (CVF)
, 19
Competitive isomorphism
, 339
Computing systems
, 4
Conditional autoregressive value at risk (CAViar)
, 131
Consistency factor
, 230
Construction sector
, 54, 57
analysis
, 58–65
research method
, 57–58
theoretical review
, 54–57
Consultation, communication and coordination (3C)
, 100
Consumer price index (CPI)
, 264
Consumption
, 171
Contingent claims analysis (CCA)
, 130, 132
Conventional money supply
, 244–245
Convergence process
, 346
CoRisk
, 133
Corporate citizenship
, 17
Corporate governance variables
, 404–405
Corporate partnership
, 86
Corporate social responsibility (CSR)
, 296, 324
disclosure
, 353, 357
Correction factor
, 230
Correlation
matrix
, 47
network model
, 133
Corruption Eradication Commission (KPK)
, 378, 381
Cost of equity capital (COEC)
, 352, 355–356, 357
disclosure and
, 354–355
Counterparty credit risks (CCR)
, 89
Country-level of bank capital to assets ratio (CAPA)
, 369
Cox proportional hazard regression (CPH regression)
, 400, 408
Cronbach’s alpha (CA)
, 23
Cross-country dataset
, 374
empirical results
, 370–373
research methods
, 369
Cross-cutting dynamics
, 103, 105
Cross-sectional absolute deviation model (CSAD model)
, 208
Cross-sectional standard deviation (CSSD)
, 212, 215
Cumulative sum control chart (CUSUM)
, 193, 255
Cumulative sum of squares (CUSUMSQ)
, 193, 255
Current account deficit (CAD)
, 150
Current asset to current liability (CATL)
, 410
Current asset turnover (CAT)
, 410
Cyber physical systems
, 4
Cyber technology
, 6–7
Data envelopment analysis (DEA)
, 54–55
Day sales in receivables (DSR)
, 410
Debt ratio (DR)
, 401
Decomposition measure
, 401
Determinant sector
, 65
Digital economy
, 6
Digital-based businesses
, 4
Digitalization
, 6
Diponegoro University
, 42
Disclosure
, 352–353, 355–356 (see also Sharia disclosure (ShDisc))
and COEC
, 354–355
data and variable measurement
, 356–359
empirical analysis
, 359–362
literature review
, 353–354
Discrete time hazard model (DHM)
, 400
Discretionary spending
, 378
literature review
, 380–384
methodology
, 384–386
and related issues
, 381
results
, 386–392
Discriminant analysis (DA)
, 400
Divisia monetary aggregate
, 244–246
Divisia money
, 244–245
data description
, 250–251
differential
, 256
literature review
, 245–247
model specification and methodology
, 247–250
Dynamic prediction
, 400
E-banking
, 326
E-bay
, 4
E-commerce
, 4–5
Earnings before interest and taxes, depreciation and amortization (EBITDA)
, 399, 406, 408
Earnings before interest and taxes to total asset (EBITTA)
, 409
Earnings quality (EQL)
, 353, 358–359
East Asian economies
, 263–264
ECM short-run dynamic ARDL estimations
, 200
Econometric methodology and model
, 197–198, 224
Economic
development
, 6
digitalization
, 6
efficiency
, 54
growth
, 145–146, 196
orientation
, 18–19
Economic capital (EC)
, 84, 87, 91–92
accounts
, 103–110
Economic policy uncertainty index (EPU index)
, 158, 161
Efficiency
, 54
measurement
, 55–57
Efficient market hypothesis (EMH)
, 209
Elderly life
, 180
Election
, 378
Electronic Clearing Services (ECS)
, 325
Emerging economies
, 143–144
Emerging market economies (EMEs)
, 144–145
Emerging markets
, 353
Emotional factors
, 208
Empirical analysis
, 145
Enterprise risk management (ERM)
, 85
disclosure
, 353, 358
Entrenchment theory
, 402–403
Entropy theory
, 401
Environmental orientation
, 19
Epidemiological model
, 424
Equity returns
, 130, 133
Error correction model (ECM)
, 197, 253–254
Error correction term (ECT)
, 198
Exchange market pressure (EMP)
, 264
data and methodology
, 265–267
empirical results
, 267–277
measurement
, 266–267
theory and related literatures
, 264–265
Exchange rate
, 160
model
, 249, 255
volatility
, 144–146, 149, 264
Expected losses (EL)
, 90
Exposure index
, 134
Extreme price movements
, 223
F-statistic
, 163, 197
Fama–Macbeth regression
, 237
Feedback learning
, 18
Financial
assistance expenditures
, 378, 380
crises
, 208
distress
, 398–399
markets
, 1
performance
, 70–75
reforms and deregulations
, 244
reporting practice
, 338
sector surveillance
, 131
Financial Accounting Standard (FAS)
, 297
Financial Accounting Standards Board (FASB)
, 91
Financial technology (Fintech)
, 368
HR technology
, 84, 95–96, 99, 118
Firm survival
, 400
empirical results
, 411–416
methodology
, 405–411
theoretical framework
, 401–405
Firm(s)
, 282, 398
size
, 359
Fiscal balance
, 150
Fixed effects
, 146, 152–153
method
, 75, 194
multiple regression
, 1
Flexible-price monetary model (see Monetarist model)
Food and core components in total expenditure
, 437
Foreign direct investments (FDI)
, 158, 190, 196
data and methodology
, 161–162
literature review
, 158–161
results
, 162–164
Foreign exchange reserves
, 150, 265
Fourth Industrial Revolution
, 4
Free trade agreements (FTA)
, 160
“FTUI towards Green and Sustainable Society” program
, 42
GARCH-style specification
, 222
GDP Per Capita (GDPPC)
, 149
Generalized method of moments (GMM)
, 145–146, 190
Generally accepted on accounting principles (GAAP)
, 341
Global commodity prices
, 149
Global financial crisis
, 263
Global warming
, 324
Globally systemically important banks (GSIBs)
, 130
GLS test
, 75–76
Governors and Supervisors of Banking Supervision (GHOS)
, 119
Granger causality test
, 201, 257
Grants
, 378
Green banking
, 318 (see also Islamic banks)
daily operation on bank profitability
, 329
determinants of bank profitability
, 326–327
literature review and hypothesis formulation
, 324–325
measurement
, 328
method
, 327–328
research model
, 327
result
, 328–334
Green banking daily operation
, 326
Green banking policy (GBP)
, 325
on bank profitability
, 329–330
Green building
, 44
Green initiative
, 324
Green University
, 40–41
in Indonesia
, 41–42
literature review
, 41–42
previous studies
, 41–42
research method
, 42–43
results
, 43–50
Gross domestic product (GDP)
, 190, 251, 264
growth rate volatility
, 149
Guidance Note 3 status (GN3 status)
, 399
Gulf Cooperation Council countries (GCC countries)
, 297
Hausman test
, 146, 152–153, 194
Hazard models
, 400
Health spending
, 73
Herding behavior
, 208–211
empirical results
, 213–217
estimates
, 215–217
literature review
, 209–211
research methods
, 212–213
Heterogeneity
, 424
analysis
, 431
Hierarchy culture
, 19–20
High Quality Liquid Asset (HQLA)
, 102
High-frequency data
, 224
Higher education institutions
, 40
Historical market price
, 282
literature review
, 283
methods
, 284–286
results
, 286–288
robustness test
, 288
Horizontal accountability
, 344
Household surveys
, 424
Housing finance companies (HFCs)
, 130
Human capital
, 90
Human capital disclosures
, 339
institutional theory
, 339–342
relationship between legal system and
, 344–348
relationship between normative isomorphism and
, 342–344
Human Capital Management Accounting (HCMA)
, 85, 89
macroeconomic outcomes of interdisciplinary integration through
, 110–119
method and cross-cutting interdisciplinary skills acquired through
, 92–102
microeconomic results of interdisciplinary integration through
, 102–110
results from interdisciplinary HCMA integration
, 102–119
Human resources (HR)
, 85
Human Resources Management (HRM)
, 86
Hypotheses testing model
, 285–286
Income
, 172
Incumbent victory effect with discretionary spending proportion
, 384
India
, 158
Indonesia
, 282, 343
Indonesia Corruption Watch
, 379
Indonesia Stock Exchange (IDX)
, 282
Indonesian Audit Board (BPK)
, 379
Indonesian Bank (BI)
, 330–331
Indonesian Forum for Budget Transparency (FITRA)
, 381
Indonesian government
, 382
Industry 4. 0 concept
, 4, 6–7
Inefficiency
, 54, 56
Inflation
, 144–145
rate
, 159
volatility
, 149
Inflation expectations of households
, 423
data and descriptive statistics
, 426–427
modeling heterogeneity using Carroll-type epidemiological models
, 427–431
review of literature
, 424–425
Inflation Expectations Survey of Households (IESH)
, 424
Inflation targeting (IT)
, 143–144
data and methodology
, 146–150
literature review
, 145–146
regime
, 145
results
, 150–153
Information asymmetry
, 352
Information technology (IT)
, 86
Information-based herding
, 210
Informed traders
, 222
Initial public offering (IPO)
, 283–284
Input coefficient
, 56–57
Input ratio (IR)
, 57
Input–output table
, 56, 58
Institutional
environments
, 188
isomorphism
, 339
theory
, 338–342
Institutionalization
, 343
of accountability
, 344
mechanisms/structures of
, 340
Institutions quality (IQ)
, 188, 191–192
econometric methodology and model
, 197–198
estimation results
, 198–202
literature review
, 191–197
and stock market performance
, 192–193
Integrated reporting (IR)
, 91
Intellectual capital disclosure (ICD)
, 353, 357
Interconnectedness
, 130
Interconnectivity
, 85
Interest coverage (IC)
, 409
International Country Risk Guide (ICRG)
, 188
International Monetary Fund (IMF)
, 84, 295
Internet
, 4
internet-based businesses
, 4
Intraday periodicity, robust estimation of
, 230
Intraday volatility
, 230
Investors
, 208
Islamic banks
, 292
descriptive analysis
, 305–306
hypotheses development
, 298–302
literature review
, 295–302
multivariate analysis
, 307–314
research design
, 302–304
results
, 305–314
Islamic ethical identity disclosure
, 296
Islamic Financial Services Board (IFSB)
, 296
Islamic governance
, 293
Islamic social reporting (ISR)
, 296
Islamicity disclosure index
, 296
Jakarta Composite Index (JCI Index)
, 213
Jakarta Stock Exchange (JKSE)
, 232
Johansen Cointegration test
, 162
Jump variance
, 223, 230–231
under macroeconomics announcements
, 235–236
Kuala Lumpur Composite Index (FBMKLCI Index)
, 213
Lagrange Multiplier test (LM test)
, 254
Learning orientation
, 18
Least square production model (LS)
, 55
Leisure consumption
, 172
Leverage
, 359
ratios
, 404
Life satisfaction
impact of consumption on
, 172
factors
, 173
previous theory of
, 171–172
Liquidity
, 326–327
ratios
, 403–404
Liquidity Coverage Ratio (LCR)
, 84
Liquidity Ratio Reporting Directive (LCR)
, 111, 118
Loan to deposit ratio (LDR)
, 325, 327
Local autonomy
, 70
Local governments
, 70–73, 344
heads
, 378–379
spending on financial performance of local government with political dynasty
, 78
spending on local government financial performance
, 78
Local spending
, 72–73 (see also Discretionary spending)
Log total asset (LTA)
, 409
Long Run Marginal Expected Shortfall (LRMES)
, 132
Long-run coefficient estimation
, 199–200
Long-run PPP
, 248
Lower critical bound (LCB)
, 163
Malaysia
, 188, 244–245
Malaysian ringgit (MYR)
, 245
MYR/USD exchange rate
, 257
Mandatory disclosures
, 296, 354
Market (see also Online market)
culture
, 19–20
discipline mechanism
, 293
timing
, 282–283
Market capitalization (MC)
, 190–191
Market value to debt (MVD)
, 409–410
Maximum common reward (MCR)
, 85
Mean difference test
, 45
Median absolute deviation (MAD)
, 230
Membership functions
, 407
Meta-analysis
, 338
Micro-founded model-based measure
, 132
Mimetic isomorphism
, 339–342
Minimum Reserve Requirements (MRR)
, 333
Ministry of Commerce (MOFCOM)
, 111
Mobile
money
, 368
social commerce
, 4
Mobile Banking
, 325
Mobile money account (MMA)
, 369
Model independent approach
, 265
Model stability
, 201
Model-dependent approach
, 264–265
Monetarist model
, 245
Monetary exchange rate model
, 243–244, 247
Monetary models
, 243–244
Monetary policy
, 143–145
Money
market equilibrium
, 244
supply
, 264
Monte Carlo Simulation
, 91
MPesa m-payments platform
, 368
Muamalat bank
, 331
Multiple discriminant analysis
, 401
Nairobi Stock market
, 194
National Electronic Fund Transfer (NEFT)
, 325
National Key Economic Areas (NKEAs)
, 417
National Key Result Areas (NKRAs)
, 417
NBFCs
, 136
Neoclassical efficiency approach
, 54, 56
Net income percent change (NIPC)
, 409
Neural network (NN)
, 406
New Institutional Theory (NIT)
, 343–344
New rural cooperative medical system (NCMS)
, 170
Nigerian Stock Market
, 194
Nominal grant spending
, 381
Nominal interest rate
, 248
Non-Green University
, 40
Non-performing loan (NPL)
, 325–327, 369
Non-probability sampling method
, 284
Normative isomorphism
, 339–342
“One-child” policy
, 170
Online Analytical Processing Center (OLAP)
, 95–96
Online market (see also Stock market)
data source
, 7–8
literature review
, 5–7
methodology
, 7–8
result
, 8–10
variable operations
, 8
Operating cost ratio
, 327
Operational risk
, 92
Ordered logistic model
, 176
Ordinary least squares (OLS)
, 194
Organization for Economic Co-operation and Development (OECD)
, 353
Organizational culture
, 14, 19–20, 27–28
Overshooting model
, 245
Ownership concentration
, 400–401
Pairwise Granger causality
, 131, 190
Panel data
analysis
, 146
regressions
, 145
Pearson product moment correlation
, 24
People–profit–planet triad (3Ps triad)
, 14
Percent change in net income (NIPC)
, 410
Performance of commercial banks
, 368
Perpetual debt
, 84
Perpetual loans
, 84
Persistent impact
, 283, 288
Philippines Stock Exchange Index (PSEI Index)
, 213
Phillips Perron test (PP test)
, 161, 194
PN17 status
, 399
Point of Sale (POS)
, 325
Poisson process
, 229
Political budget cycles (PBC)
, 378
Political dynasties
, 70–72
Political monitoring
effect on discretionary spending proportion ahead of election
, 383
to overcoming agency problem
, 382
Political risk rating (PRS)
, 188
Pooled cross sections
, 424
Population
, 150
Portfolio balance models
, 249
Potentially recoverable losses (PRL)
, 91
Price discovery process
, 226–229
Price-book-value (PBV)
, 282–283, 285
Principle component analysis (PCA)
, 295–296
Private information
, 222–223
data
, 230
on individual stock return
, 236–237
on individual stocks
, 229–230
from jump process
, 230–235
literature reviews
, 224–226
methodology
, 226–230
result
, 230–237
robustness statistics and model
, 230
Probability of default
, 130
Probability of informed trading (PIN)
, 222
Problem Solving Process (PSP)
, 86
Process management
, 18
Production efficiency theory
, 54–55
Profit equation
, 7
Profitability
, 324–325
performance
, 294
ratios
, 404
Psychosocial risks
, 100
Public choice theory
, 382
Public–private partnership (PPP)
, 417
Purchasing power parity (PPP)
, 244
Quadratic variation theory (QV theory)
, 224–225
Quality of governance (QG)
, 189
Random effect model
, 194
Ratio of quasi money (RQM)
, 196
Rational asset pricing models
, 212
Rational herding
, 210
Rationalization process
, 93
Re-election
, 71
additional test
, 79–80
effect on discretionary spending
, 383
hypothesis development
, 72–74
literature review
, 71–74
method
, 74–75
results
, 75–80
strengthening relationship
, 78–79
weakening relationship
, 79
Real effective exchange rate (REER)
, 161
Real interest
differential monetary model
, 248
rate
, 150
Real Time Gross Settlement (RTGS)
, 325
Realized outlyingness-weighted variation
, 225–226
Realized volatility, disentangling of
, 225
Receiver operating characteristics curve (ROC curve)
, 406
Refresh time data cleaning and synchronizing
, 226
Regional autonomy
, 70
Regional House of Representatives (DPRD)
, 378
Regional Revenue and Expenditures Budget (APBD)
, 378
Regression
, 48–49
Relative income theory
, 172
Reputation based on herding
, 210
Reserve Bank of India (RBI)
, 424
Resource-based view (RBV)
, 20–21
Retained earnings to total assets (RETAs)
, 404
Return
, 210–211
dispersion
, 212
Return on asset (ROA)
, 409
Return on equity (ROE)
, 409
Risk of commercial banks
, 368
Robustness
checks
, 153–154
test
, 182, 288
Root mean squared error (RMSE)
, 426
Rural aging
, 170
Rural elderly
, 170–171
difference between high and low consumption
, 181–182
Rural life satisfaction
, 170
Sales revenue to total asset (SLTA)
, 409
Sales to current asset (SCA)
, 409
Sales to inventory (SI)
, 409
Satisfaction
, 170–171
Semi-parametric model
, 409
Share prices (SP)
, 264
Sharia accounting standard
, 296–297
Sharia compliance
, 293
Sharia disclosure (ShDisc)
, 293–294, 296–300, 304, 307–309
regulatory framework
, 301–302
Sharia Supervisory Board (SSB)
, 292–293, 299–300
characteristic strength
, 309
and regulation of Sharia governance
, 297–298
regulatory framework
, 301–302
Short-run sticky-price monetary model
, 248
Signaling theory
, 71
Small, medium enterprises (SMEs)
, 92
Social assistance
, 378, 380
Social commerce
, 5–6
Social media platforms
, 5
Social orientation
, 19
Social sustainability
, 17
Social welfare in digital economy
, 6
Solvency capital requirement (SCR)
, 91
Solvency ratios
, 404
Soundness of Islamic bank
, 295–296, 298–300, 307–309
analysis factors for
, 305
regulatory framework
, 301–302
Southeast Asian stock exchanges
, 209
SOX Act (2002)
, 84, 111
Spending
, 70–73
Spillover(s)
, 135
index
, 130–131
SRISK
, 132
Stakeholder(s)
, 42
orientation
, 17
theory
, 20
Stale prices
, 226
Standard Error HAC Newey-West method
, 215
Steel and iron-based industries
, 64
Sticky information
, 427–428
Sticky-price monetary model (see Overshooting model)
Stochastic frontier (SF)
, 55
Stock Exchange of Thailand (SETI)
, 233
SET 100 Index
, 213
Stock market
, 208
improvement
, 189–190
IQ and
, 192–193
in Malaysia
, 190
performance
, 191
variables on
, 195–197
Stock prices
, 246, 325
Stock return variance model
, 223
Strait Times Index (FSSTI Index)
, 213
Strategic orientation
, 18–19, 25–27
Strategic philanthropy
, 17
Strategic Reform Initiatives (SRIs)
, 417
Structural equation modeling (SEM)
, 22–24
Subjective well-being (SWB)
, 170
Supra-ordinate objectives
, 85
Supreme Audit Agency
, 381
Sustainability
, 14, 40
Sustainability in higher education (SHE)
, 40–41
Sustainable management practices
, 14, 17–18, 24–25
Systemic expected shortfall (SES)
, 130
Systemic risk
, 129, 132
Technical efficiency
, 54
Texas A&M University
, 42
Thousand Village Survey
, 170
3Ps triumvirate (see Triple bottom line (TBL))
Three-stage least square analysis (3SLS analysis)
, 7–9
Time trends in vulnerability indicators
, 135–137
Time-varying PIN model
, 222
“Too-big-too-fail” hypothesis
, 131
Total asset to total liability (TATL)
, 410
Total factor productivity index (TFP index)
, 55
Trade
to GDP ratio
, 149–150
openness
, 160, 163, 264
restrictions
, 160
Traditional finance
, 209
Triple bottom line (TBL)
, 14
best fit model
, 28–31
hypothesis
, 15
method
, 22–24
performance
, 15–17, 24–25
population and sample
, 23
research design
, 22
research framework
, 21
research instrument and data collection
, 23
research locale
, 22–23
research objective
, 15
results
, 24–31
review of related literature
, 15–20
statistical treatment
, 24
theory base
, 20–21
Turnover equation
, 7
Two-sample t-test
, 147–148
Two-stage least square (2SLS)
, 7, 294
Uncertainty
, 158
Uncovered interest parity (UIP)
, 244
Undergraduate students
, 42–43
Unexpected Loss (UL)
, 91
Unit root tests
, 161, 198
Unit-level analysis
, 431–432
Univariate analysis (UA)
, 401
Upper critical bound (UCB)
, 163
Value at Risk (VaR)
, 91
Variables selection
, 403–405
Variance decompositions (VDCs)
, 133, 266
Vector autoregression (VAR)
, 130, 266
Volume-synchronized PIN (VPIN)
, 222
Voluntary disclosures
, 296, 354
Voluntary Human Capital Disclosure (VHCD)
, 346
Vulnerability indicator
, 130
Vulnerability spillover index (VSI)
, 130
data and methodology
, 133–135
literature review
, 131–133
ranking of institutions
, 137–138
threshold estimation
, 138–139
trends in vulnerability indicators
, 135–137
Wood-based industries
, 64
Working capital requirement (WCR)
, 86, 110
World Bank Development Indicator Index (WDI)
, 302
Z-Score
, 295
- Prelims
- Introduction
- Chapter 1: The Impact of Online Market toward Social Welfare on Fourth Industrial Revolution Era: A Case at Bulan Terang Utama Online Market Malang
- Chapter 2: Structural Equation Model on Triple Bottom Line Performance of Large Manufacturing Companies in Region XII, Philippines
- Chapter 3: Determinants of Students’ Perceptions of the Green University
- Chapter 4: Analysis on Sources of Inefficiency in the Construction Sector: High Cost of Infrastructure Development in Indonesia
- Chapter 5: Can Re-election Strengthen the Relationship Between Local Government Spending and Financial Performance?
- Chapter 6: Integrating Interdisciplinary Studies with the HCMA Certificate to Reach the Milestone of Finalizing Post-crisis Reforms (Basel III) Considering the Aggravating Effect of the COVID-19 Deficit
- Chapter 7: A Vulnerability Spillover Index for the Indian Financial System
- Chapter 8: Is Inflation Targeting Successful in Emerging Economies?
- Chapter 9: Impact of Economic Policy Uncertainty on FDI Inflows: Evidence from India
- Chapter 10: Consumption Life and Satisfaction of Chinese Rural Residents
- Chapter 11: The Impact of Institutional Quality on Stock Market Performance in Emerging Economy: Evidence from the ARDL Bound Approach
- Chapter 12: Herding Behavior: Evidence from Southeast Asian Stock Markets
- Chapter 13: Private Information from Extreme Price Movements (Empirical Evidences from Southeast Asia Countries)
- Chapter 14: The Impacts of Divisia Money on MYR/USD Exchange Rate Determination in Malaysia
- Chapter 15: Modeling Exchange Market Pressure in East Asian Economies
- Chapter 16: The Impact of Equity Historical Market Price on Capital Structure
- Chapter 17: Sharia Disclosure, Sharia Supervisory Board and the Moderating Effect of Regulatory Framework: The Impact on Soundness of Islamic Banking
- Chapter 18: Implementation of Green Banking and Financial Performance on Commercial Banks in Indonesia
- Chapter 19: The Implementation of Human Capital Disclosures on the Financial Statements of Local Governments in Indonesia Based on the Institutional Theory
- Chapter 20: Disclosure, Information Asymmetry and the Cost of Equity Capital: Evidence from Indonesia
- Chapter 21: Financial Technology and Bank Risk: A Cross Country Study
- Chapter 22: The Use of Discretionary Spending as an Opportunistic Motive to Win the Election
- Chapter 23: The Dynamic Impacts of Financial Determinants and Ownership Concentration Toward Firm Survival in Malaysia
- Chapter 24: Heterogeneity of Inflation Expectations: An Analysis Using IESH Data
- Index