Journal of Financial Economic Policy: Volume 12 Issue 2

The impact of cryptocurrencies market development on banks’ deposits variability in the GCC region

Anwar Hasan Abdullah Othman, Syed Musa Alhabshi, Salina Kassim, Ashurov Sharofiddin

With the continuing development of the financial technology revolution, a better understanding of bank deposits variability has become necessary for bank management and…

The macroeconomic drivers of stock market development: evidence from Hong Kong

Sin-Yu Ho, Nicholas M. Odhiambo

The purpose of this paper is to examine the macroeconomic drivers of stock market development in Hong Kong during the period 1992Q4-2016Q3. Specifically, it investigates the…

Non-performing loans in European Union: country governance dimensions

Yok Yong Lee, Mohd Hisham Dato Haji Yahya, Muzafar Shah Habibullah, Zariyawati Mohd Ashhari

This paper aims to provide new empirical evidence on the non-performing loan (NPL) determinants of the EU conventional banks, in the context of macroeconomic factors, dimensions…

Real interest rate, income and bank loans: panel evidence from Egypt

Mohamed Aseel Shokr

This paper aims to examine the effectiveness of monetary policy on bank loans in Egypt using generalized method of moments (GMM) model. Also, it investigates the impact of bank…

Revisiting the relationship between unexpected inflation and output in the presence of indexation

Pavlo Buryi, Ficawoyi Donou-Adonsou

This paper aims to investigate the relationship between output and unanticipated inflation when wages are indexed for the loss of purchasing power. The authors argue that the…

Sovereign credit ratings and bond yield spreads in emerging markets: Revisiting Cantor–Packer evidence in resilience

Saji Thazhugal Govindan Nair

This paper, using the model suggested by Cantor and Pecker (1996), aims to explore the relations between sovereign ratings and bond yield spreads in emerging markets.

The nexus between financial development and trade performance: Empirical evidence from India in the presence of endogenous structural breaks

Puneet Kumar Arora, Jaydeep Mukherjee

This study aims to empirically examine the relationship between financial development and trade performance for the Indian economy through a time-series analysis with annual data…

Testing fisher effect for the USA: application of nonlinear ARDL model

Serdar Ongan, Ismet Gocer

This paper aims to investigate the presence of the Fisher effect for the USA from a new methodological perspective differing it from all previous studies using the common linear…