... 13 countries (six developed and seven emerging economies) over 23 years. A Macro-Financial Stability Index is constructed using macroeconomic, stock market and banking-sector variables, with non-parametric and semi-parametric methods estimating survival functions and hazard ratios. Findings...

...Rizky Yudaruddin; Dadang Lesmana Purpose This study aims to investigate the market reaction to the Russian invasion of Ukraine, specifically in the banking sector. Design/methodology/approach The research uses an event study and cross-sectional analysis, with market reaction measured...