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The impact of interest rate volatility on financial market inclusion: evidence from emerging markets
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The impact of interest rate volatility on financial market inclusion: evidence from emerging markets (2017)The impact of interest rate volatility on…World Development indicators (2015)World Development indicatorsNonlinear ARDL Approach and the J-Curve Phenomenon (2015)Nonlinear ARDL Approach and t…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Global Financial Development Report 2014: Financial Inclusion (2013)Global Financial Development …The Rise of Middle Kingdoms: Emerging Economies in Global Trade (2012)The Rise of Middle Kingdoms: …Financial Inclusion and Financial Sector Stability With Reference To Kenya: A Review of Literature (2012)Financial Inclusion and Finan…The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey (2011)The impact of interest rate a…The Role of Institutions in Growth and Development (2010)The Role of Institutions in G…The Role of Institutions in Growth and Development (2010)The Role of Institutions in G…Relationship between Interest Rate and Stock Price: Empirical Evidence from Developed and Developing Countries (2009)Relationship between Interest…Monetary Policy Strategy (2007)Monetary Policy StrategyChapter 6 Institutions as a Fundamental Cause of Long-Run Growth (2005)Chapter 6 Institutions as a F…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)Systematic Interest-Rate Risk…Stock prices, inflation, and the term structure of interest rates (1974)Stock prices, inflation, and …An Intertemporal Capital Asset Pricing Model (1973)An Intertemporal Capital Asse…The Nature of the Firm (1937)A Contribution to the Theory of Economic Growth (1956)Institutions, Institutional Change and Economic Performance (1991)Persistence of Power, Elites, and Institutions (2008)Do better schools lead to more growth? 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The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Intra-industry information transfers associated with earnings releases (1981)The sensitivity of bank stock returns to market, interest and exchange rate risks (1992)Introduction to financial forecasting (1996)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Escape from violence: conflict and the refugee crisis in the developing world (1990)Assessing aid - what works, what doesn't, and why (1998)International Financial Statistics (2003)The Miracle of Microfinance? Evidence from a Randomized Evaluation (2015)Too much finance? (2015)Economic Freedom of the World: 2022 Annual Report (2022)Effects of sociocultural and economic factors on social entrepreneurship and sustainable development (2020)Can You Help Someone Become Financially Capable? A Meta-Analysis of the Literature (2015)Contesting Financial Inclusion (2017)FINANCIAL INCLUSION, POVERTY, AND INCOME INEQUALITY (2017)
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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 2015World Development indicators6,790 cited
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  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,836 cited
  • 2005Chapter 6 Institutions as a Fundamental Cause of Long-Run Growth2,700 cited
  • 2010The Role of Institutions in Growth and Development832 cited
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  • 2012The Rise of Middle Kingdoms: Emerging Economies in Global Trade205 cited
  • 2012Financial Inclusion and Financial Sector Stability With Reference To Kenya: A Review of Literature192 cited
  • 2011The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey

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  • 2007Monetary Policy Strategy161 cited
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