US quantitative easing and firm's default risk: The role of Corporate Social Responsibility (CSR)

FJ Hsu, SH Chen - The Quarterly Review of Economics and Finance, 2021 - Elsevier
This study empirically investigates whether the US quantitative easing (QE) policy
significantly mitigates a firm's default risk by focusing on firms with differential levels of …

[PDF][PDF] Companies default prediction using neural networks

AM Dima, S Vasilache - Romanian Journal of Economic Forecasting, 2016 - ipe.ro
The paper assesses the business default risk on a cross-national sample of 3000
companies applying for credit to an international bank operating in Romania. The structure …

Stock market asymmetric volatility and macroeconomic dynamics in Central and Eastern Europe

LL Albu, R Lupu, AC Călin - Procedia Economics and Finance, 2015 - Elsevier
The risk on financial markets drives the performance of stock market investments in a
national capital market, hence its interpretation in the minds of investors has a large …

Unconventional monetary policies and bank credit in the Eurozone: An events study approach

LF Martins, J Batista… - International Journal of …, 2019 - Wiley Online Library
We study the impact of the unconventional monetary policies implemented by the European
Central Bank on bank credit to Eurozone general governments and to households. The …

The Effect of ECB's Quantitative Easing on Credit Default Swap Instruments in Central and Eastern Europe

LL Albu, R Lupu, AC Călin, OC Popovici - Procedia Economics and …, 2014 - Elsevier
This paper focuses on the quantitative easing policies launched by the European Central
Bank (ECB), analysing their effects on the dynamics of a series of five-year sovereign credit …

[PDF][PDF] A nonlinear model to estimate the long term correlation between market capitalization and GDP per capita in Eastern EU countries

LL Albu, R Lupu, AC Calin - Journal of Economic Computation …, 2014 - researchgate.net
The connection between the macroeconomic development on one hand and the stock
market dynamics on the other hand is the focus of many research initiatives. We are trying to …

Gauging and foreseeing customer churn in the banking industry: A neural network approach

NB da Costa Rosa - 2018 - search.proquest.com
In todays highly competitive market where information is easily accessible and with ever
decreasing switching costs, customers in any industry hardly hesitate to move their business …

[PDF][PDF] QUANTITATIVE EASING, TAPERING AND STOCK MARKET INDICES.

LL Albu, R Lupu, AC Călin - Economic Computation & Economic …, 2016 - researchgate.net
We investigate a series of unconventional monetary policies put forward by the Federal
Reserve in order to fight the economic turbulence that followed the crisis of 2008. Building …

Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank

I Mulaahmetovic - Asian Economic and Financial Review, 2022 - search.proquest.com
This scientific paper examined the relation between conventional and unconventional
monetary policy, with an anticipation to provide a comprehensive assessment of how they …