Ghulam Mujtaba Kayani
Biographic Data
| ID | 7544903 |
|---|---|
| NAME | Ghulam Mujtaba Kayani |
| GIVEN NAMES | Ghulam Mujtaba |
| FAMILY NAME | Kayani |
| SIGNATURE | KAYANI G M |
| AFFILIATIONS | COMSATS University Islamabad |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation
We examine the effect of regulatory capital and ownership structure on banks’ liquidity creation in emerging Asian economies. We find a positive association between regulatory capital and bank liquidity creation, which is consistent with the risk-absorption hypothesis. Bank size has a positive relation with liquidity creation, implying that large banks have more capacity to create liquidity as they enjoy more of the safety net provided by lenders…
Financial cointegration and spillover effect of global financial crisis
This paper examines the financial cointegration and spillover effect of the global financial crisis to emerging Asian financial markets (India, China, Pakistan, Malaysia, Russia and Korea). The analysis used daily stock returns, divided into three time periods: pre-, during and post-crisis from 1 July 2005 to 30 June 2015. We applied the Johansen and Juselius cointegration test, the vector error correction model (V.E.C.M.) and the G.A.R.C.H.-B.E.…
No prominent works on this page.
Financial cointegration and spillover effect of global financial crisis
This paper examines the financial cointegration and spillover effect of the global financial crisis to emerging Asian financial markets (India, China, Pakistan, Malaysia, Russia and Korea). The analysis used daily stock returns, divided into three time periods: pre-, during and post-crisis from 1 July 2005 to 30 June 2015. We applied the Johansen and Juselius cointegration test, the vector error correction model (V.E.C.M.) and the G.A.R.C.H.-B.E.…
The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation
We examine the effect of regulatory capital and ownership structure on banks’ liquidity creation in emerging Asian economies. We find a positive association between regulatory capital and bank liquidity creation, which is consistent with the risk-absorption hypothesis. Bank size has a positive relation with liquidity creation, implying that large banks have more capacity to create liquidity as they enjoy more of the safety net provided by lenders…
Business (2 works) · Economics (2 works) · Finance (2 works) · Financial system (2 works) · Accounting liquidity (1 work) · Banking stability, regulation, efficiency (1 work) · Cointegration (1 work) · Corporate Finance and Governance (1 work) · Econometrics (1 work) · Emerging markets (1 work)