Tag Archives: Conventional Finance

Recent financial blow-ups: Are these canaries in the coal mine?

This article first appeared in Forum, The Edge Malaysia Weekly, on April 26, 2021 – May 02, [...]

19
May
Mitigating fatalities and damages due to natural disasters: do human development and corruption matters?

Abstract Studies have shown that natural disasters could pose a spectrum of challenges to human [...]

04
May
Damage assessment for Kelantan flooding: does the early warning instrument mitigates the risk? A case of Kuala Krai, Kelantan

Abstract This study will focus on assessing the total amount of damage and losses that [...]

06
Apr
Merton’s equation and the quantum oscillator II: option pricing

Abstract Merton has proposed a model for contingent claims on a firm as an option [...]

14
Nov
The impact of social and environmental sustainability on financial performance: a global analysis of the banking sector

Abstract While there is ample evidence that non-financial firms’ financial performance and social and environmental [...]

25
Oct
Does heterogeneity in investment horizons affect portfolio diversification? Some insights using M-GARCH-DCC and wavelet correlation analysis

Abstract Recent literature draws attention to the issue of whether heterogeneity in investment horizons has [...]

03
Oct
A statistical model of the firm

Abstract A model of the firm is proposed that considers the firm to be a [...]

23
Sep
Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets

Abstract Our study attempts to discover pure contagion or interdependence amongst the Asian equity markets [...]

22
Aug
How inflationary are oil price hikes? A disaggregated look at Thailand using symmetric and asymmetric cointegration models

Abstract The present paper analyzes the inflationary effects of oil prices at the aggregate and [...]

08
May
Determinant of securitization spread in Malaysia

Abstract Malaysian firms have been reported to be involved in Asset-Backed Securities since 1986 when [...]

28
Feb