... Financial economics Asset pricing Time-series models G12 R30 R31 The value of one’s home represents the largest financial asset for most households, and fluctuations in housing values lead to gains and losses for banks and other lenders and investors in mortgage-backed assets. Moreover...

... with unit variance, so: Joshua C. Hall can be contacted at: joshua.hall@mail.wvu.edu 19 12 2023 21 01 2024 21 01 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Financial markets Asset pricing Time-series models...

... an important financing channel in China’s housing market should be properly investigated. Central banking Time-series models Econometric modelling China’s house prices Shadow banking Dual channel of housing finance Time series analysis C22 R31 Since the market-oriented housing reform...

... Elisabetta Marzano can be contacted at: elisabetta.marzano@uniparthenope.it 21 03 2018 30 04 2018 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Credit Cycles Time-series models Business fluctuations E32 E44 N13 N14...

...-performing loans Time-series models VAR Instrumental variables estimations US banking industry Macrofinancial linkages G21 E44 C33 A conspicuous feature of the recent global financial crisis was a rise in non-performing loans (henceforth NPLs) in the balance sheet of banks. Sharp...

... Publishing Limited Licensed re-use rights only Monetary policy Macroeconomics and monetary economics Time-series models C22 E52 G10 x t + = ∑ j = 1 t Δ x j + = ∑ j = 1 t max ⁡ ( Δ x j , 0 ) ,   x t − = ∑ j = 1 t Δ...

... Credit Mortgages Time-Series models Error-correction model E43 E52 G21 G23 Data on securitized assets and interest rates are monthly over a sample period from January 1995 to December 2015. The start date accounts for changes in the operating procedures of the Federal Reserve...

... Limited 2016 Emerald Group Publishing Limited Licensed re-use rights only Financial markets Energy Time-series models G1 G15 O53 Q43 The recent time period has witnessed a growing activity in the oil market which made it easier for portfolio managers to invest in oil...

... on the specific form of the test equation. Wasim Ahmad can be contacted at: ahmadwasimdu@gmail.com © Emerald Group Publishing Limited 2015 Government policy and regulation Financial economics Financing policy Time-series models Contingent pricing C32 G10 G14 G15 Since its...

... efficient estimate of the first threshold value, _rγ^∧ ₁, can be obtained via a refinement criterion. South Africa Monetary policy Inflation Macroeconomics Money supply Credit Time‐series models Single equation models Single variables Mathematical...