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Social Sciences x Financial Institutions and Services x Single Equation Models; Single Variables x clear all

Does Microfinance Reduce Rural Poverty? Evidence Based on Household Panel Data from Northern Ethiopia

Guush Berhane and Cornelis Gardebroek.

in American Journal of Agricultural Economics

January 2011; p ublished online January 2011 .

Journal Article. Subjects: Welfare and Poverty; Single Equation Models; Single Variables; Banking; Economic Development. 7425 words.

Evidence on the long-term impacts of microfinance credit is scarce. We use a unique four-round panel dataset on farm households in northern Ethiopia that had access to microfinance,...

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Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?

Linda Allen, Turan G. Bali and Yi Tang.

in The Review of Financial Studies

October 2012; p ublished online September 2012 .

Journal Article. Subjects: Economics; Banking; Econometric and Statistical Methods and Methodology: General; Single Equation Models; Single Variables. 16037 words.

We derive a measure of aggregate systemic risk, designated CATFIN, that complements bank-specific systemic risk measures by forecasting macroeconomic downturns six months into the future...

Financial Innovations and Their Implications for Monetary Policy in Kenya

Lydia Ndirangu and Esman Morekwa Nyamongo.

in Journal of African Economies

January 2015; p ublished online December 2014 .

Journal Article. Subjects: Banking; Single Equation Models; Single Variables; Monetary Policy, Central Banking, and the Supply of Money and Credit; Money and Interest Rates. 9393 words.

This study investigates the effect of financial innovation on monetary policy in Kenya during the period 1998–2013; that is, whether the waves of financial innovation that have occurred...

Financial Network Systemic Risk Contributions

Nikolaus Hautsch, Julia Schaumburg and Melanie Schienle.

in Review of Finance

March 2015; p ublished online March 2014 .

Journal Article. Subjects: Economics; Financial Regulation; Corporate Governance; Corporate Regulation; Single Equation Models; Single Variables; Econometric Modelling; Mathematical Methods; Programming Methods; Mathematical and Simulation Modelling. 15742 words.

We propose the realized systemic risk beta as a measure of financial companies’ contribution to systemic risk, given network interdependence between firms’ tail risk exposures. Conditional...

Medium- and Long-Term Participation in Microcredit: An Evaluation Using a New Panel Dataset from Bangladesh

Asadul Islam.

in American Journal of Agricultural Economics

April 2011; p ublished online April 2011 .

Journal Article. Subjects: Agricultural, Environmental, and Natural Resource Economics; Banking; Single Equation Models; Single Variables; Economic Development. 11843 words.

The objective of this paper is to estimate the impact of medium- and long-term participation in microcredit programs. It utilizes a new, and large, panel dataset collected from treatment...

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Time Variation in Mutual Fund Style Exposures

Jan Annaert and Geert Van Campenhout.

in Review of Finance

December 2007; p ublished online October 2007 .

Journal Article. Subjects: Single Equation Models; Single Variables; Econometric Modelling; Economics; Financial Institutions and Services. 11378 words.

Despite the wide acceptance of return-based style analysis, the method has several limitations. One important drawback is the assumption that style exposures are time-invariant. We apply...

Volatility and the natural resource curse

Frederick van der Ploeg and Steven Poelhekke.

in Oxford Economic Papers

October 2009; p ublished online July 2009 .

Journal Article. Subjects: Economic Development; Econometric and Statistical Methods and Methodology: General; Financial Institutions and Services; Economic Growth and Aggregate Productivity; Non-renewable Resources and Conservation; Single Equation Models; Single Variables; Macroeconomic Aspects of International Trade and Finance. 10908 words.

We provide cross-country evidence that rejects the traditional interpretation of the natural resource curse. First, growth depends negatively on volatility of unanticipated output growth...

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