Interconnectedness and extreme risk: Evidence from dual banking systems

Bouoiyour, Jamal; Addi, Abdelhamid

doi:10.1016/j.econmod.2022.106150

Cited by 13 publications

(3 citation statements)

References 68 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…The study found that this process is influenced by various environmental factors, and banks can adopt it by implementing specific operations sequentially and analogously. (Alsayegh et al, 2020in (Addi & Bouoiyour, 2023)…”

Section: Figure: Methodologies Used In the Gb Studiesmentioning

confidence: 99%

A Systematic Review On Green Banking Disclosure

Windasari Rachmawati

2023

ICTMT

View full text Add to dashboard Cite

This paper presents a systematic review of the topic of Green Banking Disclosure (GBD). GBD has been a growing concept since 2008, with its development bringing about changes, both in terms of the natural and social environments. As such, it is crucial to give it due attention. The study reviewed 50 papers, including 65 empirical ones, and yielded four main findings. Firstly, in terms of theory, legitimacy theory, stakeholder theory, and the concept of Spider profit growth, which serves as an indicator of a company's fund utilization efficiency, were prevalent in the literature. These theories provide a basis for evaluating company management performance, motivating management, and controlling economic resource allocation, ultimately aiding in forecasting future profits and economic events. Secondly, the Green Coin Rating (GCR) concept, comprising six points, played a significant role in the discourse on green banking. Thirdly, the majority of GBD studies were conducted in Muslim-majority countries. The research population included all financial reports of Islamic Commercial Banks during the period 2016-2019. The sample consisted of nine Islamic Commercial Banks that published annual reports up to 2019 and met the criteria for implementing the Green Banking concept. The study suggests that future research endeavors should consider integrating both primary and secondary data to assess the implementation of Green Banking and green financing in banking institutions. This approach would lead to a more comprehensive understanding of the subject and provide a more communicative perspective for customers.

show abstract

Section: Figure: Methodologies Used In the Gb Studiesmentioning

confidence: 99%

A Systematic Review On Green Banking Disclosure

Windasari Rachmawati

2023

ICTMT

View full text Add to dashboard Cite

show abstract

“…Lastly, financial crises are typically accompanied by marked increases in spillover effects. Furthermore, Addi and Bouoiyour (2023) discern an asymmetrical impact in the systemic importance of extreme risk spillovers, distinguishing between conventional and Islamic banking sectors. This distinction underscores the varied responses and resilience mechanisms of different banking systems to external shocks and stresses.…”

Section: Banking Market During Crisismentioning

confidence: 98%

Time-Frequency Connectedness in Global Banking: Volatility and Return Dynamics of BRICS and G7 Banks

Dammak,

Gökgöz,

Jeribi

2024

Preprint

View full text Add to dashboard Cite

Addressing recent disturbances in the global financial landscape, this paper investigates volatility and return spillovers within the banking indices of BRICS and G7 countries using a time-varying parameter autoregressive model. We analyze daily bank stock indices from January 2018 to October 2023, focusing on the role of interconnectedness in shaping global financial stability, particularly during significant events. Our empirical findings shed light on the dynamic nature of volatility and return spillovers between the banking sectors of these countries. These interconnections are notably influenced by specific countries and are significantly affected by turbulent events. The connectedness among the indices shows varying patterns across different time frequencies, with short-term (1–5 days) and intermediate-long term (5 days to infinity) connectedness displaying distinct characteristics, especially during periods of global shocks. This heterogeneity underscores the complexity of financial market responses over different time horizons during crises. The study reveals that the connectedness among these indices is dynamic, showing considerable changes over time. We find that national banking indices frequently switch roles, oscillating between being net transmitters and receivers of volatility. This finding emphasizes the need to account for the varied impacts of global events on financial markets across different time frames. The research highlights the critical importance of understanding the interconnectedness in global banking markets and advocates for a dynamic approach by investors and policymakers in financial markets, stressing the necessity to adapt strategies to the continuously evolving market scenarios.

show abstract

“…The most studies in the literature are the studies carried out in the field of Islamic banking. Some of these studies are Siswantoro (2014), Rashid and Jabeen (2016), Ashraf et al (2016), Yanikkaya et al (2018), Mohammad et al (2020), Hunjra et al (2022), Raouf and Ahmed (2022), Kazak (2023aKazak ( , 2023b and Addi and Bouoiyour (2023).…”

Section: Jiabr 157mentioning

confidence: 99%

Is Islamic financial management getting enough attention? A bibliometric analysis

Kazak

2023

JIABR

View full text Add to dashboard Cite

Purpose The purpose of this study is to provide quantitative information about the development of Islamic financial management literature. For this purpose, it is aimed to draw attention to the development of this field by revealing the literature gap in the field of Islamic financial management. Design/methodology/approach In this study, the document analysis method is used and the Web of Science (WOS) site is used to obtain the desired data. The time range of the study covers the years 1980–2023/January. The results obtained from the scans were analyzed by the bibliometric analysis method. The data obtained within the scope of the study are classified and analyzed using the VOSviewer program, which is one of the many software developed for scientific mapping analysis. The obtained data are presented in a certain order with the visual mapping method. Findings In the analyses made, bibliometric analysis based on document review and including the subject of “Islamic financial management” in the WOS database between the relevant years has not been used in any study, which points to an important gap in the literature. However, 3,022 studies on “Financial management” and 1,830 studies on “Islamic finance” have been identified. Although there is no data on “Financial Management”, the subjects of “Islamic finance” and “Financial management” related to the subject have been evaluated in terms of countries, the most publishing organizations, authors, publications and word–word groups, using the bibliometric analysis method, as well as making numerical and visual evaluations. These studies show that an infrastructure to include the subject of “Islamic financial management” has not been formed in the literature. Practical implications This study points to an important gap in the literature. The subjects of “Islamic finance” and “Financial management” have been sufficiently covered in the literature separately. By combining this knowledge with new studies there appears an environment where original studies on the subject of “Islamic financial management” can be made and this study is aimed to shed light on this virgin area. Originality/value In the literature bibliometric analysis based on document review including the subject of “Islamic financial management” has not been used in any study. To the best of the author’s knowledge this study is the first in the literature to address the related issue and with it an important gap in the literature has been identified and an important case that will be a source for future studies has been revealed.

show abstract

Interconnectedness and extreme risk: Evidence from dual banking systems

Cited by 13 publications

References 68 publications

A Systematic Review On Green Banking Disclosure

A Systematic Review On Green Banking Disclosure

Time-Frequency Connectedness in Global Banking: Volatility and Return Dynamics of BRICS and G7 Banks

Is Islamic financial management getting enough attention? A bibliometric analysis

Contact Info

Product

Resources

About