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Journal articles on the topic 'Asset price channel'

Author: Grafiati

Published: 28 May 2022

Last updated: 30 July 2025

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1

Suriani, Suriani, M. Shabri Abd. Majid, Raja Masbar, Nazaruddin A. Wahid, and Abdul Ghafar Ismail. "Sukuk and monetary policy transmission in Indonesia: the role of asset price and exchange rate channels." Journal of Islamic Accounting and Business Research 12, no. 7 (2021): 1015–35. http://dx.doi.org/10.1108/jiabr-09-2019-0177.

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Purpose The purpose of this study is to empirically analyze the role of sukuk in the monetary policy transmission mechanism through the asset price and exchange rate channels in the Indonesian economy. Design/methodology/approach Using the monthly data from January 2003 to November 2017, this study uses a multivariate vector error correction model causality framework. To examine the role of sukuk in the monetary policy transmission mechanism through the asset price channel, this study uses the variables of consumption, inflation, interest rates, economic growth and the composite stock price in

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Kozmenko, Serhiy, and Oleksiy Plastun. "The viability of asset price channel implementation to the monetary transmission mechanism of Ukraine." Investment Management and Financial Innovations 13, no. 4 (2016): 58–67. http://dx.doi.org/10.21511/imfi.13(4).2016.05.

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Monetary transmission mechanism is a key element of the central bank’s activity, where the asset price channel plays an important role among others. Although in Ukraine it is not used. The viability analysis of this channel implementation in the monetary transmission mechanism of Ukraine is executed and the finding about current unavailability for this is made. However, the perspectivity and necessity of asset price channel implementation in the monetary transmission of Ukraine already today requires the creation of theoretic base appropriate for this. Therefore some propositions on the assets

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3

Taltavull de La Paz, Paloma, and Michael White. "The sources of house price change: identifying liquidity shocks to the housing market." Journal of European Real Estate Research 9, no. 1 (2016): 98–120. http://dx.doi.org/10.1108/jerer-11-2015-0041.

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Purpose The purpose of this paper is to examine the role of monetary liquidity in house price evolution through examining the Asset (housing) Inflation channel. It identifies the main channels of transmission affecting house prices from monetary supply channels to house price change, examining how the Asset Price channel transmits changes in M1 to housing prices in Spain and the UK. Design/methodology/approach The paper uses Vector Auto Regression (VAR) and Error Correction models to test the Asset Inflation channel in the UK and Spain from 1991 to 2013 in two steps. In the first step, the sup

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4

Shah, Saleem, Irfan Hussain Khan, and Alamgir Khan. "Asset Price Channel of Monetary Policy in Pakistan." Global Economics Review VI, no. IV (2021): 86–93. http://dx.doi.org/10.31703/ger.2021(vi-iv).07.

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This study has used Vector Auto-Regressive (VAR)model approach to analyze the Asset Price Channel of Monetary Transmission (APCMT) regarding Pakistan. Study use the date period of 34 years from 1980 to 2 14. Major findings of the study are; stock prices have bi-directional causality with industrial price index and money rte. Granger causality test was employed to check multi-directional causality between stock prices and industrial product index, money supply, money market rate,and consumer price index, whereas stock prices do not have significant causality with money supply and consumer price

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Younas, Muhammad. "Pakistan Monetary Policy in terms of Bank Lending and Asset Price Channels." Jinnah Business Review 8, no. 2 (2020): 97–115. http://dx.doi.org/10.53369/piau8954.

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Study in hand inspects the monetary policy transmission mechanisms in Pakistan with a special focus on bank lending and asset price channels. Monthly data over the period 2000M7-2016M12 are being used for the short run analysis of monetary policy. The lending and asset price transmission channels remain largely unexplored since financial reforms and pursuance of market-based monetary policy instruments. The empirical exploration is based on SVAR framework. The results show that the monetary aggregates targeting agenda is still operative in effecting the output and price level. Bank lending hav

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Chen, Meng, Haslindar Ibrahim, Zhilin Chen, and Xuke Li. "Interest Rate Marketization and Asset Prices Transmission Channel: Dynamic Impacts on the Chinese Economy." Business and Economic Research 15, no. 3 (2025): 1. https://doi.org/10.5296/ber.v15i3.22838.

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This empirical study uses the TVP-VAR model to analyze the dynamic impacts of asset price transmission channels (stock price and real estate price channels) on China’s macroeconomic indicators (GDP and CPI) at three stages of interest rate marketization: the deepening stage (1996–2003), the improvement stage (2004–2015), and the comprehensive promotion stage (2016–2024). It explores how M2 influences these asset price channels and their effects on GDP and CPI. The results show that M2 has a stable negative impact on the stock price channel, while its short-term impact on the real estate price

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Kurniawan, Arvin, and Rini Dwi Astuti. "Transmission Mechanism of Monetary Policy Through Asset Price and Exchange Rate Channel in Indonesia." Jurnal Ilmu Ekonomi Terapan 8, no. 1 (2023): 41–54. http://dx.doi.org/10.20473/jiet.v8i1.44316.

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Many studies have been related to monetary policy transmission toward economic growth targets. However, research on monetary policy transmission by including bond yields as a channel has never been done in Indonesia. Therefore, this study will analyze the effectiveness of monetary policy transmission through bond yields compared to monetary policy transmission through asset price and exchange rate channels. This study uses secondary data obtained from the Central Bureau of Statistics (BPS), the Indonesia Stock Exchange (IDX), the Indonesian Economic and Financial Statistics (SEKI) of Bank Indo

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Putranto, Laurensius Farel Dwi, Y. Sri Susilo, and A. Edi Sutarta. "Monetary policy transmission mechanism in Indonesia period 2002: Q1 – 2020: Q4: interest rate and asset price channel." Journal of Business and Information Systems (e-ISSN: 2685-2543) 5, no. 2 (2023): 190–210. http://dx.doi.org/10.36067/jbis.v5i2.182.

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This study aims to determine and analyze the effect of the monetary policy transmission mechanism on the interest rate channel and asset prices in Indonesia in achieving the ultimate goal of price stability throughout the period 2002:Q1 – 2020:Q4. This study uses secondary data related to policy interest rate variables, operational target interest rates, information variables, and final target variables for each channel of the monetary policy transmission mechanism. The analytical tool used in this research is the Vector Error Correction Model (VECM) which is processed using statistical softwa

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Thirunavukkarasu, Dr S., and T. Lashmi Pradha. "Transmission mechanism of monetary policy in India - An Expost Study." JOURNAL OF DEVELOPMENT ECONOMICS AND MANAGEMENT RESEARCH STUDIES 09, no. 13 (2022): 48–60. http://dx.doi.org/10.53422/jdms.2022.91306.

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The transmission mechanism of monetary policy is correlated to lending which expands aggregate demand in the economy. The banking system form an important place in the monetary policy transmission. The channels of monetary policy transmission are: Interest Rate Channel, Credit or Loan Supply Channel, Exchange Rate Channel, and Asset Price Channel. The financial prices include interest rates, exchange rates, yields, asset prices, and equity prices, and the financial quantities consists of money supply, credit aggregates, supply of government bonds and foreign denominated assets. RBI uses variou

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Hidayat, Taufiq, and Nugroho Sumarjiyanto Benedictus Maria. "Analisis Transmisi Saluran Suku Bunga dan Harga Aset pada Penerapan Flexible ITF di Indonesia." Diponegoro Journal of Economics 12, no. 4 (2023): 55–58. http://dx.doi.org/10.14710/djoe.41708.

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This study aims to analyze the effectiveness of monetary policy transmission implemented by Bank Indonesia through the interest rate and asset price channels in achieving the final target, inflation. The method used in this study is the Vector Error Correction (VEC) model, and the data utilized are monthly data from August 2016 to December 2022. The VEC model shows that, in the long term, the transmission of monetary policy through the interest rate and asset price channels proves to influence inflation. However, in the short term, only the asset price channel shows a significant effect on inf

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Sheefeni, Johannes PS. "Monetary Policy Transmission Mechanism in Namibia: A Bayesian VAR Approach." Journal of Economics and Behavioral Studies 9, no. 5 (2017): 169–84. http://dx.doi.org/10.22610/jebs.v9i5.1921.

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This study analyzed the interest rate channel, credit channel, exchange rate channel and asset price channel for monetary policy transmission mechanism in Namibia. The idea behind this study is to have a comprehensive study that covers a variety of channels for monetary policy transmission mechanism. The study utilized a Bayesian vector autoregression (BVAR) technique on quarterly time-series data covering the period 2000:Q1 to 2016:Q4. In particular, the validity of the data used is checked and verified by using two sets of prior distributions suggested by Sims and Zha as well as prior distri

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Xu, Shihan. "Global Transmission Shocks of U.S. Monetary Policy on China's Housing Prices." Frontiers in Business, Economics and Management 17, no. 2 (2024): 142–46. https://doi.org/10.54097/yj81a719.

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The paper demonstrates that the monetary policy of the United States has important spillover effects to China. Based on the monthly data from January 2016 to April 2024, this paper establishes a VAR model to analyze the influence of U.S. monetary policy on China's real estate prices and its transmission channels, including interest rate, exchange rate, consumer confidence, and asset price. The results show that the impact of the Federal Funds Effective Rate on housing prices is very quick, reaching a maximum in the first month and continuing to have a positive impact over the long term. The Fe

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Khairunnisa, Dini Anggreini, and Sofyan Rizal. "Mekanisme Trasmisi Kebijakan Moneter Ganda Jalur Harga Aset Terhadap Inflasi di Indonesia." Tauhidinomics: Journal of Islamic Banking and Economics 2, no. 1 (2023): 39–50. http://dx.doi.org/10.15408/thd.v2i1.30479.

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The effectiveness of the monetary policy transmission mechanism is important to determine how strong and the lag lenght in the transmission channel. Indonesia implements a dual monetary system policy (conventional and sharia). This study aims to analyze, which monetary system has more effectiveness in controlling inflation in by using the monetary policy transmission of the asset price channel. This study uses the VAR-VECM method to see the level of speed or time lag between the two monetary systems. The results of the study show that the transmission channel of the Islamic monetary mechanism

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Zhong, Jiewen. "Research on Investment Strategy Based on Catboost Model and Bollinger Band Channel." Highlights in Business, Economics and Management 17 (August 31, 2023): 297–304. http://dx.doi.org/10.54097/hbem.v17i.11349.

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As the economy continues to grow, more and more people tend to increase their income through asset investment. This paper devised a trading strategy and evaluated the value of an investment of $1,000 after five years. The Catboost regression model was built to predict the price of gold and bitcoin with an accuracy rate of up to 99%. It showed that the model can effectively make predictions about gold and bitcoin prices. Trading signals for gold and bitcoin were established based on the Bollinger Bands channel theory. Simulated trading of assets began on September 11, 2016, and the total assets

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15

Ilyas, Sidra, Majid Ali, Sabira Dilawar, Asad Abbas, and Muhammad Ramzan Sheikh. "Monetary Policy Effectiveness in Pakistan: A Reassessment of Four Transmission Channels." Bulletin of Business and Economics (BBE) 12, no. 3 (2023): 964–81. https://doi.org/10.61506/01.00563.

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Monetary policy is an important financial tool to maintain the total demand in an economy. The main objective of this study is to understand the feasibility of monetary transmission mechanism channels and to investigate the fundamental monetary transmission mechanism channel for Pakistan. To evaluate the asset price, direct interest rate, exchange rate, and bank lending channels, the study used the time series data spanning from 1972 to 2023 and for the estimation of data employed the vector-autoregressive, impulse response function, and variance decomposition model. The results of the study i

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Hirawan, Fajar Bambang. "EFEKTIVITAS QUANTUM CHANNEL DALAM MEKANISME TRANSMIS! KEBIJAKAN MONETER: STUDI KASUS INDONESIA TAHUN 1993 -2005." Jurnal Ekonomi dan Pembangunan Indonesia 7, no. 2 (2007): 179–98. http://dx.doi.org/10.21002/jepi.v7i2.162.

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In the year 2002, Y. V Reddy introduced a new thought in monetary economics theory, especially about transmission mechanism of monetary policy. Reddy classified the channeIs of transmission mechanism into three types, there are quantum channel, interest rate channel, and asset price channel. Quantum channel consists of two channels, there are money channel and credit channel. This research will examine the differences between money channel and credit channeI, the factors which affect volume of money supply (M2) and credit, the stability of quantum channel, and also effectiveness of quantum cha

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Gao, Xiang, and John Topuz. "Firm location and systematic risk: the real estate channel." Review of Accounting and Finance 19, no. 3 (2020): 387–409. http://dx.doi.org/10.1108/raf-05-2019-0109.

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Purpose This paper aims to investigate whether the cyclicality of local real estate prices affects the systematic risk of local firms using a geography-based measure of land availability as a quasi-exogenous proxy for real estate price cyclicality. Design/methodology/approach This paper uses the geography-based land availability measure as a proxy for the procyclicality of real estate prices and the location of a firm’s headquarters as a proxy for the location of its real estate assets. Four-factor asset pricing model (market, size, value and momentum factors) is used to examine whether firms

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18

Semenenko, Igor, and Jun Wook Yoo. "HOUSING FINANCE: IMPACT OF HEAVY INTEREST INCOME TAX." International Journal of Accounting & Finance Review 6, no. 2 (2021): 102–24. http://dx.doi.org/10.46281/ijafr.v6i2.1092.

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Heavy taxation of interest income becomes a structural driver of property prices in a low-interest-rate environment. Inflation-adjusted price appreciation in 1996-2017 is approximately 200 basis points higher in 14 countries allowing no exemptions on interest income than in 37 countries that tax interest income at favorable rates or provide exemptions. Results for average returns over long-term periods are confirmed in models with annual frequencies, city-level data, and in a sample of 39 OECD countries for which price/rent ratios are available. It appears that investors view direct real estat

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19

Chakraborty, Suparna. "REAL ESTATE CYCLES, ASSET REDISTRIBUTION, AND THE DYNAMICS OF A CRISIS." Macroeconomic Dynamics 20, no. 7 (2016): 1873–905. http://dx.doi.org/10.1017/s1365100515000322.

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In this paper, I explore the dynamics of real estate market fluctuations and business cycle co-movements in a neoclassical setting. Applying a dynamic stochastic general equilibrium model of collateral constraints with asset reallocation to Japan, I find that public policy shocks account well for the business cycle dynamics. In particular, taxes on land holdings of households mimic the impact of a housing preference shock, and if volatile enough, can trigger large asset price fluctuations. However, in the absence of volatility, the impact on prices is intrinsically linked to the persistence of

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20

De Oliveira Passos, Marcelo, Joao Basilio Pereima Neto, Raul Cunha, Mathias Schneid Tessmann, and Alexandre Vasconcelos Lima. "A New Approach to Measure the Transmission Mechanism of Monetary Policy in the Intrinsic Value of Banks." International Journal of Business Administration 16, no. 2 (2025): 18. https://doi.org/10.5430/ijba.v16n2p18.

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This paper investigates the transmission channels of monetary policy in the economy. Therefore, an economic and financial simulation model was developed based on the five main valuation models to estimate the intrinsic value of the five largest Brazilian banks as basic interest rates vary. This approach, in short, attempts to complement the traditional analysis of the transmission mechanism through the asset price channel by considering the intrinsic value channel of assets. The results show that the impact of these changes on the banking sector does not tend to affect its intrinsic values neg

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Geng, Xianhui. "Chinese aquatic farmers' participation in modern marketing channels." British Food Journal 116, no. 5 (2014): 780–91. http://dx.doi.org/10.1108/bfj-01-2013-0010.

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Purpose – The study uses survey data obtained in Jiangsu province, China, in June and August of 2012 to analyse the causal relations between aquatic farmers' relationship networks and trust, specific asset investments, joining in cooperatives and modern marketing channels participation. Design/methodology/approach – The authors used the structural equation mode to analyze the variables' causal relationships. Findings – The research results show that Chinese aquatic farmers' relationship networks can positively impact their participation in modern channels through the mediators of trust, specif

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Pfajfar, Damjan, and Emiliano Santoro. "CREDIT MARKET DISTORTIONS, ASSET PRICES AND MONETARY POLICY." Macroeconomic Dynamics 18, no. 3 (2012): 631–50. http://dx.doi.org/10.1017/s1365100512000557.

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We study the conditions that ensure rational expectations equilibrium (REE) determinacy and expectational stability (E-stability) in a standard sticky-price model augmented with the cost channel. We allow for varying degrees of pass-through of the policy rate to bank-lending rates. Strong cost-side effects limit the size of the policy rate response to inflation that is consistent with determinacy, so that inflation-targeting policies may not be capable of ensuring REE uniqueness. In this case it is advisable to combine policy rate responses to inflation with an appropriate reaction to the outp

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23

Cawley and Finnegan. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy." Economies 7, no. 4 (2019): 98. http://dx.doi.org/10.3390/economies7040098.

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The European Central Bank (ECB) engaged in an expanded asset purchase programme (APP) from 2014 to 2018 to help achieve their primary objective of price stability. Total assets purchased over this period was over €2.5 trillion and new net purchases ended in December 2018. This paper identifies whether the ECB’s APP in Ireland operated through the portfolio rebalancing channel, the signalling channel or the lending channel. It presents a quantitative descriptive analysis of some key Irish data sets in the 2014–2018 period and uses time-series visualisation and trend analysis to identify trends

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Tchereni, Betchani H. M., Ahmad Makawa, and Fredrick Banda. "Effectiveness of the Asset Price Channel as a Monetary Policy Transmission Mechanism in Malawi: Evidence from Time Series Data." International Journal of Economics and Financial Issues 12, no. 5 (2022): 160–68. http://dx.doi.org/10.32479/ijefi.13405.

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This paper first, investigates the responsiveness of stock prices to changes in interest rates in Malawi, a low-income country in sub-Saharan Africa. Secondly, determines whether Gross Domestic Product of such economies respond significantly to changes in stock prices. Time series data from January 2001 to December 2019 are utilised. Unit root tests indicate that each variable is integrated of order one and the Johansen test for cointegration reveal that the variables are cointegrated, with one cointegrating equation. Therefore, a vector error correction model has been adopted to investigate t

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Rubio, Margarita, and José A. Carrasco-Gallego. "Liquidity, interest rates and house prices in the euro area: a DSGE analysis." Journal of European Real Estate Research 9, no. 1 (2016): 4–25. http://dx.doi.org/10.1108/jerer-03-2015-0014.

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Purpose This study aims to build a two-country monetary union dynamic stochastic general equilibrium (DSGE) model with housing to assess how different shocks contributed to the increase in housing prices and credit in the European Economic and Monetary Union. One of the countries is calibrated to represent the core group in the euro area, while the other one corresponds to the periphery. Design/methodology/approach In this paper, the authors explore how a liquidity shock (or a decrease in the interest rate) affects house prices and the real economy through the asset price and the collateral ch

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Zhang, Hui, and Hao Huang. "An Empirical Study of the Asset Price Channel of Monetary Policy Transmission in China." Emerging Markets Finance and Trade 53, no. 6 (2016): 1278–88. http://dx.doi.org/10.1080/1540496x.2016.1230493.

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Safuan, Sugiharso, and Beta Yulianita G. Laksono. "TRANSMISI KEBIJAKAN MONETER DI INDONESIA: CREDIT VIE W ATAU MONEY VIEW?" Jurnal Ekonomi dan Pembangunan Indonesia 7, no. 2 (2007): 219–29. http://dx.doi.org/10.21002/jepi.v7i2.174.

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One of some problematic issues of identification of the efiectiveness of the monetary policy is the question on whether the monetary policy mechanism transmissions can perform fully in transmitting the changes of monetary policies into the national and regional level of economy. On earlier studies, Muelgini (2004) relatively compares the eflectiveness of monetary policies of the five mechanism transmission channels at the national level of the economy employing impulse response fiznction. The results show that prior to the economic crises in Indonesia credit channel is not eflective, and for a

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Mishkin, Frederic S. "Symposium on the Monetary Transmission Mechanism." Journal of Economic Perspectives 9, no. 4 (1995): 3–10. http://dx.doi.org/10.1257/jep.9.4.3.

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Understanding of monetary transmission mechanisms is crucial to answering a broad range of questions. These transmission mechanisms include interest-rate effects, exchange-rate effects, other asset price effects, and the so-called credit channel. This introduction to the symposium provides an overview of the main types of monetary transmission mechanisms found in the literature and a perspective on how the papers in the symposium relate to the overall literature and to each other.

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O'Neill, W. D. "Profit maximizing and price distortion minimizing codes for a channel model of an asset market." IEEE Transactions on Information Theory 41, no. 6 (1995): 2009–14. http://dx.doi.org/10.1109/18.476327.

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Brissimis, Sophocles N., and Nicholas S. Magginas. "Changes in financial structure and asset price substitutability: A test of the bank lending channel." Economic Modelling 22, no. 5 (2005): 879–904. http://dx.doi.org/10.1016/j.econmod.2005.06.003.

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Pícha, Vladimír. "Effect of Money Supply on the Stock Market." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 65, no. 2 (2017): 465–72. http://dx.doi.org/10.11118/actaun201765020465.

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This paper observes effect of money supply on the stock market through the portfolio balance channel as a transmission mechanism of monetary policy. National flow of funds accounts, specifically assets from US households’ portfolios, represent a key data source. Johansen’s cointegration methodology is employed in the empirical part of the paper to analyze both short term and long term relationships among researched variables. Estimates of vector error correction model help to reliably quantify intensity of the effect. Results show money supply excercises influence on valuation of S&P 500 i

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Aditya, I. Made Oka, Taufiq Chaidir, and Gusti Ayu Arini. "Analisis Pengaruh Transmisi Kebijakan Moneter Melalui Jalur Suku Bunga Dan Harga Aset Terhadap Inflasi Di Indonesia Tahun 2017-2023." JURNAL SOSIAL EKONOMI DAN HUMANIORA 10, no. 3 (2024): 402–16. http://dx.doi.org/10.29303/jseh.v10i3.611.

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This study aims to analyze the effect of monetary policy transmission through the interest rate channel using the Bank Indonesia Certificate Interest Rate (RSBI) and the Interbank Money Market Interest Rate (RPUAB) indicators and through the asset price channel using the Composite Stock Price Index (CSPI) and Real Investment (IR) indicators. The data used is secondary data obtained from the official website of Bank Indonesia (BI) and the Central Bureau of Statistics (BPS). The data analysis used is the Vector Error Correction Model (VECM) with the Eviews 10 application. The results of this stu

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Widya Fatmawati and Liza Alvia. "Dampak Implementasi PSAK No 69 terhadap Kinerja Pasar melalui Kinerja Perusahaan Sebagai Variabel Pemediasi Pada Perusahaan Sektor Agrikultur di Indonesia." Jurnal Ekonomi, Akuntansi, dan Perpajakan 2, no. 2 (2025): 01–14. https://doi.org/10.61132/jeap.v2i2.893.

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This study aims to analyze and evaluate the impact of the implementation of PSAK No. 69 (Biological Assets) on market performance, with company performance acting as a mediating variable, in agricultural sector companies listed in Indonesia. PSAK No. 69 was adopted to improve transparency and reliability in the financial reporting of biological assets, which are a significant component in the agricultural industry. The research adopts a quantitative approach, utilizing secondary data derived from the annual financial reports of companies and stock price information accessed via the Indonesia S

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Kang, Ho-Jun, and Sang-Gun Lee. "Market Phases and Price Discovery in NFTs: A Deep Learning Approach to Digital Asset Valuation." Journal of Theoretical and Applied Electronic Commerce Research 20, no. 2 (2025): 64. https://doi.org/10.3390/jtaer20020064.

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This study introduces the Channel-wise Attention with Relative Distance (CARD) model for NFT market prediction, addressing the unique challenges of NFT valuation through a novel deep learning architecture. Analyzing 26,287 h of transaction data across major marketplaces, the model demonstrates superior predictive accuracy compared to conventional approaches, achieving a 33.5% reduction in Mean Absolute Error versus LSTM models, a 29.7% improvement over Transformer architectures, and a 30.1% enhancement compared to LightGBM implementations. For long-term forecasting (720-h horizon), CARD mainta

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Oladimeji, Ebenezer O., Ebenezer Bowale, and Henry Okodua. "How Effective Is the Monetary Policy on the Real Sector in Nigeria?" Research in World Economy 11, no. 5 (2020): 388. http://dx.doi.org/10.5430/rwe.v11n5p388.

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In the past few years, the real sector became an area of interest in scholarly and public intellectual discuss, towards a sustainable performance of the Nigerian economy. Successive governments also realized the need to diversify the economy from high dependence on oil into deepening the real sector, through monetary policy that allows more credit flow to the real sector. In a quest to reconcile the current state of the Nigerian real sector with the renewed efforts of the government and the monetary authority to revamp the sector, this study investigated the effectiveness of this process and r

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Sari, Novi Primita Sari, and Dhurotus Sangadah. "Gold Prices And Performance: The Role Of Bank Intermediation." Jurnal Ilmu Ekonomi, Manajemen dan Bisnis 2, no. 1 (2024): 19–33. http://dx.doi.org/10.30787/jiembi.v2i1.1398.

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Abstract. The main activities carried out by banks aim to increase equitable distribution of economic growth and maintain national stability towards increasing prosperity. Strict regulations in the banking industry require the banking industry to improve its performance, including in the aspect of achieving profits. Achieving this profit can be improved by analyzing the factors that shape profilability. The aim of the research is to find out how the role of the amount of deposits and credit mediates the influence of gold prices on return on assets. The results of this research show that indivi

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Ajaz, Taufeeq, Md Zulquar Nain, Bandi Kamaiah, and Naresh Kumar Sharma. "Stock prices, exchange rate and interest rate: evidence beyond symmetry." Journal of Financial Economic Policy 9, no. 1 (2017): 2–19. http://dx.doi.org/10.1108/jfep-01-2016-0007.

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Purpose This paper aims to examine the dynamic interactions between monetary and financial variables in the Indian context. Design/methodology/approach In this paper, the authors have applied a recently developed asymmetric autoregressive distributed lag (ARDL) model by Shin et al. (2014), for detecting nonlinearities focusing on the long-run and short-run asymmetries among economic variables. Findings The results point toward the presence of asymmetric reaction of stock prices to changes in interest rate and exchange rate in full sample, as well as in pre-crisis. However, no asymmetry was fou

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Brózda-Wilamek, Dominika. "The impact of the Federal Reserve System’s interest rate channel on the components of aggregate demand." Ekonomia i Prawo 20, no. 3 (2021): 479–96. http://dx.doi.org/10.12775/eip.2021.029.

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Motivation: Monetary policy decisions, through the process of transmission mechanism, affect the term structure of nominal interest rates as well as other asset prices, and thus influences aggregate demand (e.g. consumer spending and business investments) and price levels through these effects. The aspect of monetary transmission to various components of aggregate demand has been relatively little studied in the literature of the subject. Aim: The main aim of the study is to empirically investigate the effect of the Fed’s monetary policy on major components of aggregate demand over the p

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Bar-On, Reuven. "The Impact of Emotional Intelligence on Giftedness." Gifted Education International 23, no. 2 (2007): 122–37. http://dx.doi.org/10.1177/026142940702300203.

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Although the gifted represent an enormous asset to our society, most societies worldwide neglect this very important segment of the population and their potential contribution, relegating it to a poorly tapped national resource. This neglect is manifested by the apparent lack of concern and effective tools for studying giftedness as well as identifying the gifted and creating special education programs to help them realize their potential. The disadvantaged gifted are even more difficult to identify and create educational programs for because of the impact of the disadvantageous conditions in

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Zhao, Yali, Yingying Guo, and Xuecheng Wang. "Hybrid LSTM–Transformer Architecture with Multi-Scale Feature Fusion for High-Accuracy Gold Futures Price Forecasting." Mathematics 13, no. 10 (2025): 1551. https://doi.org/10.3390/math13101551.

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Amidst global economic fluctuations and escalating geopolitical risks, gold futures, as a pivotal safe-haven asset, demonstrate price dynamics that directly impact investor decision-making and risk mitigation effectiveness. Traditional forecasting models face significant limitations in capturing long-term trends, addressing abrupt volatility, and mitigating multi-source noise within complex market environments characterized by nonlinear interactions and extreme events. Current research predominantly focuses on single-model approaches (e.g., ARIMA or standalone neural networks), inadequately ad

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Usman, Abdullah, M. Yusuf, and Muhammad Nursan. "Supply chain analysis of cocoa seeds in Narmada, West Lombok, Indonesia." IOP Conference Series: Earth and Environmental Science 1253, no. 1 (2023): 012076. http://dx.doi.org/10.1088/1755-1315/1253/1/012076.

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Abstract The aims of this study are to: (1) analyze the cocoa bean supply chain network in Narmada District, West Lombok, NTB; (2) Analyze the performance of the cocoa bean supply chain in Narmada District, West Lombok. The research used a descriptive method, while the data collection was carried out using a survey technique, the data was analyzed descriptively using the Food Supply Chain Network (FSCN) and Supply Chain Operating Reference (SCOR) analysis framework. The results showed that: (1) The cocoa bean supply chain network in Narmada District, West Lombok NTB, namely: (a) The ultimate g

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Utami, Yolanda Argi, and Thomas Andrian. "Analisis Mekanisme Transmisi Kebijakan Moneter Melalui Saluran Harga Aset Pada Sektor Riil." Jurnal Kajian Ekonomi dan Pembangunan 4, no. 2 (2022): 77. http://dx.doi.org/10.24036/jkep.v4i2.13535.

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The purpose of this study is to see how the variable response of the monetary policy transmission mechanism of the asset price channel in the real sector when there is a change in each variable and to see the contribution of the SBK, rPUAB, rKREDIT, IHPR, INV, OG, and INF variables to the final target. monetary policy reflected in inflation. The analytical method used is the Vector Error Correction Model (VECM) with the analysis of Impulse Responses (IR) and Variance Decomposition (VD). The results of the impulse response analysis show that the policy interest rate, interbank interest rate, cr

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Mukhopadhyay, Devarshi, and Rahul Mohanty. "Examining the SEBI (Alternative Investment Funds) Regulations 2012: A Capital Market Perspective of Hedge Fund Regulation in India." Business Law Review 38, Issue 3 (2017): 116–22. http://dx.doi.org/10.54648/bula2017017.

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As European, American and Asian investment banks continue to deal with the fallout of the worldwide credit and liquidity crunch, it is crucial to appreciate that a significant causal origin of the 2008 crisis was the management of the alternative financial sector and specifically, in the regulation of both domestic and offshore hedge funds. Although the industry has often been beneficial for the financial system, critics believe that these benefits have accrued at a cost. Significant ‘systemic’ risks that have plagued the domestic financial systems as a direct consequence of hedge funds operat

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Meurer, Roberto, André A. P. Santos, and Douglas E. Turatti. "Monetary policy surprises and jumps in interest rates: evidence from Brazil." Journal of Economic Studies 42, no. 5 (2015): 893–907. http://dx.doi.org/10.1108/jes-07-2014-0113.

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Purpose – The purpose of this paper is to consider a monetary-jump model to measure the contribution of jumps to the total volatility of interest rates in the Brazilian interbank market and to assess the extent to which the central bank’s unanticipated monetary policy decisions are driving these jumps. Design/methodology/approach – The authors use a sample of swap rates contracts with different maturities to estimate a mixture GARCH-jump model that disentangles two components of interest rate volatility: a GARCH-type specification that models conditional heteroskedasticity to account for the v

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Puspakaritas, Ferdiana Nur, and R. Y. Rusdianto. "Analisis Fundamental Perusahaan dan Penilaian Intrinsik Saham sebagai Dasar Keputusan Investasi." Al-Kharaj : Jurnal Ekonomi, Keuangan & Bisnis Syariah 6, no. 3 (2023): 3142–61. http://dx.doi.org/10.47467/alkharaj.v6i3.5045.

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Investment is a channel funds for future profits for investors. However, investment also has the risk of loss, so investors must be careful. During the Covid-19 pandemic, the economy had declined, as well as the IHSG. At that time, many companies in various sectors also experienced turmoil and decreased performance, one of which was in the property and real estate sector. Knowing this, it is important for investors to analyze the company's performance and shares before making investment decisions to avoid the risk of loss. The purpose of this study is to determine the performance and condition

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Rumasukun, Mohammad Ridwan. "The Effect of Global Monetary Policy Changes on the Financial Strategy of International Companies." Golden Ratio of Mapping Idea and Literature Format 4, no. 2 (2024): 167–82. http://dx.doi.org/10.52970/grmilf.v4i2.397.

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In the interconnected global economy, the financial strategies of international corporations play a crucial role in navigating the dynamic landscape shaped by various factors, including monetary policies set by central banks worldwide. This narrative explores the intricate interplay between global monetary policy changes and the financial strategies of multinational corporations, investigating how shifts in these policies reverberate across borders, impacting corporate decision-making, risk management, and performance. Over recent decades, significant transformations in monetary policy framewo

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LENYIE, Leesi. "Monetary Policy Transmission Channels on the Performance of Nigerian Stock Market." INTERNATIONAL JOURNAL OF ECONOMICS AND FINANCIAL MANAGEMENT 8, no. 3 (2023): 118–39. http://dx.doi.org/10.56201/ijefm.v8.no3.2023.pg118.139.

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This study examined the effect of monetary policy transmission channels on the performance of Nigeria stock market. The objective is to study the extent to which monetary policy transmission channels effect performance of Nigeria stock market. Time series data were sourced from Central Bank of Nigeria Statistical Bulletin. Stock market performance measured by liquidity of the market was modeled as the function of interest rate channel, exchange rate channel, assets pricing channel and exchange rate channel. The study adopted ordinary least square as data analysis methods. The study found that

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Pažický, Martin. "The consequences of unconventional monetary policy in euro area in times of monetary easing." Oeconomia Copernicana 9, no. 4 (2018): 581–615. http://dx.doi.org/10.24136/oc.2018.029.

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Research background: In this research paper, an attempt is made to evaluate the impacts of ECB’s unconventional monetary policy which has been applied after Global Financial Crisis. Because of the new economic and monetary conditions, the effectiveness of conventional monetary tools has been questioned. Purpose of the article: Designed models examine the consequences of unconventional monetary policy for macroeconomic variables, monetary variables and interest rates in the euro area. Particular attention is paid to the response of the price level, represented by HICP, to various monetary

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Marzouki, Mohamed Miras. "Unconventional Monetary Policy, Disruptions in the Banking Sector and Banking Sector Efficacy: An ARDL and Bound Testing Applied to the Tunisian Banking Sector." Journal of Reviews on Global Economics 14 (February 12, 2025): 1–17. https://doi.org/10.6000/1929-7092.2025.14.01.

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A longstanding debate is raised about whether banking sector is efficacious in the meaning it helps respond to investors financing requirements and whether it serves the conduct of monetary policy in its conventional formulation. There are much concerns also about the alternatives of monetary policy conduct when the interest rate channel transmission mechanism does no longer work in terms of effectiveness of monetary policy and how to step aside credit supply insufficiencies and disruptions in order to respond to excess credit demand. This article provides an assessment of the relevance of unc

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Huang, Kun, Qiuge Yao, and Chong Li. "Impacts of Financial Market Shock on Bank Asset Allocation from the Perspective of Financial Characteristics of Banks." International Journal of Financial Studies 7, no. 2 (2019): 29. http://dx.doi.org/10.3390/ijfs7020029.

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Given ongoing financial disintermediation and the need for central banks to establish interest rate corridors, commercial banks have increasingly enriched their asset allocation choices, forming an allocation pattern that combines traditional credit assets (loans) and financial assets (interbank and securities investment). Due to the long-standing dual interest rate system in China, the yields of credit assets and financial assets have differed, which means the latter has greater volatility. Using the quarterly panel data of 23 listed commercial banks in China from 2002 to 2017, the empirical

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