Search Results

Testing the boundaries of applicability of standard Stochastic Discount Factor models

Pezzo, Luca; Zhu, Yinchu; Hassan, M. Kabir; Tian, Jiayuan - In: Journal of financial stability 72 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014565271

Does the board of directors influence Shariah governance in Islamic banks?

Safiullah, Md; Miah, Mohammad Dulal; Azad, A. S. M. Sohel; … - In: Pacific-Basin finance journal 85 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014575118

An evaluation of the adequacy of Lévy and extreme value tail risk estimates

Mozumber, Sharif; Hassan, M. Kabir; Kabir, M. Humayun - In: Financial innovation : FIN 10 (2024), pp. 1-26

This study investigates the simplicity and adequacy of tail-based risk measures-valueat-risk (VaR) and expected shortfall (ES)-when applied to tail targeting of the extreme value (EV) model. We implement Lévy-VaR and ES risk measures as full density-based alternatives to the generalized Pareto...

Persistent link: https://www.econbiz.de/10014547241

Developing a new multidimensional index of bank stability and its usage in the design of optimal policy interventions

Gulati, Rachita; Hassan, M. Kabir; Charles, Vincent - In: Computational economics 63 (2024) 4, pp. 1281-1325

Persistent link: https://www.econbiz.de/10014549020

Liquidity pressure and the sovereign-bank diabolic loop

Janbaz, M.; Hassan, M. Kabir; Floreani, Josanco; Dreassi, A. - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1039-1057

Persistent link: https://www.econbiz.de/10014535434

The role of investor sentiment and market belief in forecasting v-shaped disposition effect : evidence from a Bayesian learning process with DSSW model

Bouteska, Ahmed; Hassan, M. Kabir; Gider, Zeynullah; … - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492087

Valuation effect of ESG and its impact on capital structure : evidence from Europe

Khan, Muhammad Arif; Hassan, M. Kabir; Maraghini, Maria Pia - In: International review of economics & finance : IREF 91 (2024), pp. 19-35

Persistent link: https://www.econbiz.de/10014492112

Mapping the landscape of FinTech in banking and finance : a bibliometric review

Pandey, Dharen Kumar; Hassan, M. Kabir; Kumari, Vineeta; … - In: Research in international business and finance 67 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014451502

Market response to environmental social and governance performance : a global analysis

Khan, Muhammad Arif; Khan, Ashraf; Hassan, M. Kabir; … - In: Research in international business and finance 67 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014451517

The takeover Tango : unraveling the impact of state-owned enterprise acquisitions on American competitors

Huq, Tahsin Imtiazul; Hassan, M. Kabir; Houston, Reza; … - In: Research in international business and finance 68 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014451811

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