Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic

The analysis of a data set of observation for Vietnamese banks in period from 2011 - 2015 shows how Capital Adequacy Ratio (CAR) is influenced by selected factors: asset of the bank SIZE, loans in total asset LOA, leverage LEV, net interest margin NIM, loans lost reserve LLR, Cash and Precious Metals in total asset LIQ. Results indicate based on data that NIM, LIQ have significant effect on CAR. On the other hand, SIZE and LEV do not appear to have significant effect on CAR. Variables NIM, LIQ have positive effect on CAR, while variables LLR and LOA are negatively related with CAR.

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Volatility Transmission in Indian Banking Sector

Restaurant Business ◽

10.26643/rb.v118i7.8012 ◽

2019 ◽

Vol 118 (7) ◽

pp. 161-165

Author(s):

Cyano Prem ◽

Dr M. Babu ◽

C. Hariharan ◽

R. Muneeswaran

Keyword(s):

Financial Markets ◽

Banking Sector ◽

Bad News ◽

Private Bank ◽

Volatility Transmission ◽

The People ◽

New Information ◽

High Volatility ◽

The Government ◽

Awareness Programme

Any new information about the economy is transmitted fast and it may influence the financial markets, positively or negatively. The present study used GARCH (1, 1) and EGARCH models, to investigate the volatility of Indian banking sectors indices, namely, Nifty PSU Index and Nifty Private Bank Index of NSE India Ltd. The result of the study confirmed that the high volatility was found in both the bank indices. At the same time, negative information about Indian economics did affect the PSU and Private Bank Sector indices during the study period. Finally, the study concluded that bad news travels fast and it increased volatility more than good. Hence the Government should give more information and awareness programme to the people before the implementation of any economic policy.

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How to make Russia a prosperous industrial country (about the role of the oil production and refining complex)

Mezhdunarodnaja jekonomika (The World Economics) ◽

10.33920/vne-04-2007-03 ◽

2020 ◽

pp. 22-28

Author(s):

Yu. Kanataev

Keyword(s):

Precious Metals ◽

Oil Production ◽

Industrial Country ◽

Industrial Scale ◽

Deep Processing ◽

Domestic Technology ◽

Petrochemical Complex ◽

Russian Economy ◽

Further Development

The author, head of the Association of science-intensive enterprises having great experience in exploration of oil, precious metals, etc. in Russia and abroad (Austria, China, Israel, Ethiopia), first implemented on an industrial scale deep processing of oil using domestic technology, discusses the problems of further development of the Russian economy through the prism of their solutions to the main industries — oil and petrochemical complex.

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