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2013: Conference Proceedings of the Finance and Economics Conference

Procedural Notes

Session A

Trade Liberalization and Balance of Payments in Turkey: An Econometric Approach
Rana Atabay Baytar (Turkey) (Chair)

An Econometric Analysis of conventional and participation banks in terms of insolvency risk in Turkey
Oksan Kibritci Artar (Turkey)

The Nature of the EU Crisis and Financial Instability: Challenges of Integration, Supervision, and Regulation
Uzma Ashraf (China)

Does the Carbon Market Help or Hurt the Stock Price of Electricity Companies? Further Evidence from the European Context
Alexandr Akimov (Australia)

Corporate Governance and Bank Liquidity Creation: An International Analysis
Hsiao-Jung Chen (Taiwan)

Session B

A Risk Index for Global Private Investors
Sebastian Stoeckl (Liechtenstein)

Did the financial crisis create arbitrage opportunities and could they be exploited? Evidence from the Canadian dually-listed stocks
I. Leon Sorkin (United States)

Error Correction Modelling and Dynamic Specifications as a Conduit to Outperforming the Random Walk in Exchange Rate Forecasting
Imad Moosa (Australia)

Pricing Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model Tsung-Yu Hsieh (Taiwan)

Quanto Interest-Rate Exchange Options in a Cross-Currency LIBOR Market Model
Chi-Hsun Chou (Taiwan)

Cost Efficiency and Risk of Vietnam Banking System
Phan Thi Minh Thu (Australia)

Session C

US Textile and Apparel Imports: The Role of Vertical Linkages and Economies of Scale
Anusua Datta (United States) (Chair)

Macroeconomic, Market and Bank-Specific Determinants of Net Interest Margins in Austria
Michael Sigmund (Austria)

Fiscal Behaviours in EMU Countries: A Dynamic Approach
Christophe Schalck (France)

Government Debt and Default in a Minimal State
Maximilian Ludwig (Germany)

A microeconometric analysis of rural households saving determinants in Kazakhstan
Sholpan Gaisina (Kazakhstan)

Session D

Measuring and comparing growth performance in retail banking, including regional factors – such as competition and population – required in management accounting
Ruben Mangold (Switzerland)

Mispricing of Risk & Market Failure
Dayanand Pandey (India)

Compensation Schemes and Inclination towards Risk-Taking: A Comparative Study of Three Countries
Moshe Hagigi (United States)

Pass-Through of Interest Rate Shocks to Lebanese Deposit Rates
Rudy Daccache (Lebanon) & Chadi Al-Nawar (Lebanon)

Applying Random Effect Model to Allocate Hotel Positioning Strategies of Location, Price and Scale in Cluster Analysis Framework
Chia-Yu Yeh (Taiwan)

On the Choice of Target Firm in International Acquisition
Tarun Kabiraj (India)


Session E (crisis-related themes: Symposium of the Journal of Business and Economics in Times of Crisis)

Water crisis and conservation in the Brewing Industry
J Nevan Wright (New Zealand) (Chair)

Global Economic Recession in Eurozone (2008-2009): Propagation Mechanisms and Lead/Lag Patterns
Hasan Engin Duran (Turkey)

Unemployment among the 36 States of Nigeria and prospects for Convergence at Lower level
Michael Nyong (Nigeria)

Are Mortgage Lenders Indeed Guilty of the Housing Bubble?
Qin Xiao (United Kingdom)


Session F

The Importance of Internal Control System in Banking Sector – Evidence from Turkey
Yusuf Dinc (Turkey) (Chair), Ayse Hayali, Selin Sarili, Arzu Secil Dizman, Aysel Gundogdu

Option Pricing with Jump Processes: An application to National Stock Exchange (NSE) Index (NIFTY)
Sujoy Bhattacharya (India)

The Equity Premium in a DSGE Model with Rule of Thumb Consumers
Lorenzo Menna (Italy)

Multidimensional Risk and Risk Dependence
Arnold Polanski (UK)


Session G

Housing equity withdrawal and household saving in the UK – a bivariate approach
Vivien Burrows (UK) (Chair)

Investigating the Relationships between the Output Gap, Unemployment and Inflation
Vladimir Georgescu (Romania)

Economic Crisis and Health Expenditure in Turkey: 2004 - 2012
Fatih Deyneli (Turkey)


Session H

Regulation of Islamic Financial Contracts: The UK Case Study
Abdelhafid BENAMRAOUI (UK) (Chair) & Yousef Alwardat (Saudi Arabia)

The Cost of Equity in Emerging Markets
John Rosso (Colombia)

The long-run performance following convertible debt offerings: Does the design matter?
Khalid El Badraoui (France)

Foreign currency debt burden and reserve-currency status: Which impact on the sovereign credit ratings?
Slim Souissi (France)

Common factors in credit defaults swaps markets
Cathy Chen (Taiwan)


Session I

Tax- based preference for Dividend Reinvestment Plans: Australian evidence
Mathew Abraham (Australia)

Determinants of Alternative Trading Venue's Market Share: Global Evidence from the Introduction of Chi-X
Yubo Liu (Australia)

Herding Behavior in the French Stock Market: A Sectoral Empirical Analysis
Omar MEHARZI (France)

Is BET-Fi a domestic index leader for Bucharest Stock Exchange?
Cornelia Pop (Romania)


Session J

A Regime-Dependent Assessment of the Information Transmission between Oil Prices, Precious Metal Prices and Exchange Rates
Nwin-Anefo Fru Asaba (Turkish Republic of Northern Cyprus)

Exchange Rate and Interest Rate Linkage: the Validity of Uncovered Interest Parity (UIP) in Sri Lanka
Champika Dharmadasa (Japan)

Liquidity, Moral Hazard, and the Role of Interbank Settlement System
Kenta Toyofuku (Japan)

Pricing options embedded in bonds under jump-diffusion interest-rate models
Ramzi Ben-Abdallah (Canada)