Now showing items 391-394 of 394
Credit information sharing and bank loan pricing: do concentration and governance matter?
The development of credit information sharing schemes in developing countries has gained significant attention in recent times along with ongoing financial sector reforms. In this paper, we provide first-hand evidence of ...
Microfinance and Necessity Entrepreneurship: The Ghanaian Experience
Microfinance which refers to the issuance of microloans and the delivery of other related financial services to mostly necessity entrepreneurs has remained a major developmental tool across the developing world. With its ...
Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach
We construct the complete network of tail risk spillovers among major cryptocurrencies using the Least Absolute Shrinkage and Selection Operator (LASSO) quantile regression. We capture important features of the network, ...
Tail Risk Connectedness Between US Industries
We use the Least Absolute Shrinkage and Selection Operator (LASSO) quantile regression technique to construct and analyse the complete tail risk connectedness network of the whole US industry system. We also investigate ...