... Financial markets Bayesian estimation Cointegration Stock market Economic activity C32 E44 G12 Financial variables and real economic activity routinely diverge in their pace of adjustment during downturns: equity markets reprice quickly, while output and employment recover more slowly...

... Arabia US macroeconomic conditions C32 E44 G10 G12 Over the past decade, Bitcoin has emerged as the most prominent and widely traded cryptocurrency, attracting attention from individual investors, institutional participants and policymakers alike. Its rapid price fluctuations...

... announcement. The return of index i on day t is specified as: Tariffs Event study Stock markets E44 F13 G14 G15 The relationship between trade policy and financial markets remains a central theme in international finance. While tariffs are traditionally viewed as tools...

... Data-rich environment FAVAR model C32 C38 E44 E58 G1 G41 Over the last decade, the European central bank (ECB) has faced recurrent economic and financial crises, such as the subprime crisis in 2008, the sovereign debt crisis in 2010 and the European governance crisis. Thus, the ECB...

... 07 2019 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Bank profitability and risk Dynamic panel data methods Financial regulation policy uncertainty E44 G21 The banking sector is not immune from both economic and regulatory...

... Idiosyncratic shocks G28 G21 E44 Since the start of the recent global financial crisis, triggered by the collapse of Lehman Brothers in September 2008, there has been an ongoing international debate about the reform of financial regulation and supervision intended to prevent the recurrence...

...-use rights only Determinants Literature review Stock market development E44 The importance of the stock market cannot be overstated. By reducing the cost of mobilising savings, the stock market may facilitate investment in the most productive technologies. The stock market may...

...-interest costs on loans. Financialisation Bank profitability Bank ownership Bank size Business lending UK banking system Panel data econometrics E44 G20 G21 RQ2. Does the answer to this question depend on individual banks’ capacity and characteristics...