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Rashmi Shankar

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First Name:Rashmi
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Last Name:Shankar
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RePEc Short-ID:psh147
http://www.brandeis.edu/~rashmi

Research output

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Working papers

  1. Calvo-Gonzalez, Oscar & Shankar, Rashmi & Trezzi, Riccardo, 2010. "Are commodity prices more volatile now ? a long-run perspective," Policy Research Working Paper Series 5460, The World Bank.
  2. Shankar, Rashmi, 2005. "Insurance and liquidity : panel evidence," Policy Research Working Paper Series 3648, The World Bank.
  3. Norbert Fiess & Rashmi Shankar, 2005. "Regime-Switching in Exchange Rate Policy and Balance Sheet Effects," Working Papers 2005_16, Business School - Economics, University of Glasgow.
  4. Majnoni, Giovanni & Shankar, Rashmi & Varhegyi, Eva, 2003. "The dynamics of foreign bank ownership - evidence from Hungary," Policy Research Working Paper Series 3114, The World Bank.
  5. Shankar, Rashmi, 2002. "Distinguishing between observationally equivalent theories of crises," Policy Research Working Paper Series 2926, The World Bank.

Articles

  1. Sanyal, Paroma & Shankar, Rashmi, 2011. "Ownership, competition, and bank productivity: An analysis of Indian banking in the post-reform period," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 225-247, April.
  2. Fiess, Norbert & Shankar, Rashmi, 2009. "Determinants of exchange rate regime switching," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 68-98, February.
  3. Rashmi Shankar, 2007. "Balance Sheet Effects, Growth, and Crises," Review of International Economics, Wiley Blackwell, vol. 15(4), pages 720-734, September.
  4. Norman Loayza & Rashmi Shankar, 2000. "Private Saving in India," World Bank Economic Review, World Bank Group, vol. 14(3), pages 571-594, September.

Books

  1. J. Humberto Lopez & Rashmi Shankar, 2011. "Getting the Most Out of Free Trade Agreements in Central America," World Bank Publications, The World Bank, number 2322.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Calvo-Gonzalez, Oscar & Shankar, Rashmi & Trezzi, Riccardo, 2010. "Are commodity prices more volatile now ? a long-run perspective," Policy Research Working Paper Series 5460, The World Bank.

    Cited by:

    1. Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016. "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 548-574.
    2. Rabah Arezki & Daniel Lederman & Hongyan Zhao, 2011. "The Relative Volatility of Commodity Prices; A Reappraisal," IMF Working Papers 11/279, International Monetary Fund.
    3. Miffre, Joëlle & Brooks, Chris, 2013. "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 230-240.
    4. Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015. "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers 06/2015, Navarra Center for International Development, University of Navarra.
    5. Youngho Chang & Zheng Fang & Shigeyuki Hamori, 2017. "Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(8), pages 162-178, August.
    6. Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis, "undated". "Volatility Trends and Optimal Portfolios: the Case of Agricultural Commodities," DEOS Working Papers 1113, Athens University of Economics and Business.
    7. Vivian, Andrew & Wohar, Mark E., 2012. "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 395-422.
    8. Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017. "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(1), pages 71-103, February.
    9. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2018. "The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-34, Eastern Mediterranean University, Department of Economics.
    10. Marina Fischer-Kowalski & Dominik Wiedenhofer & Willi Haas & Irene Pallua & Daniel Hausknost, 2013. "Developing Resource use Scenarios for Europe," WWWforEurope Working Papers series 25, WWWforEurope.

  2. Norbert Fiess & Rashmi Shankar, 2005. "Regime-Switching in Exchange Rate Policy and Balance Sheet Effects," Working Papers 2005_16, Business School - Economics, University of Glasgow.

    Cited by:

    1. Walter, Stefanie, 2008. "A New Approach for Determining Exchange-Rate Level Preferences," International Organization, Cambridge University Press, vol. 62(03), pages 405-438, July.

  3. Majnoni, Giovanni & Shankar, Rashmi & Varhegyi, Eva, 2003. "The dynamics of foreign bank ownership - evidence from Hungary," Policy Research Working Paper Series 3114, The World Bank.

    Cited by:

    1. Giannetti, Caterina & Jentzsch, Nicola & Spagnolo, Giancarlo, 2010. "Information Sharing and Cross-Border Entry in European Banking," ECRI Papers 2990, Centre for European Policy Studies.
    2. Lehner, Maria, 2009. "Entry mode choice of multinational banks," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1781-1792, October.
    3. Catarina Figueira & Joseph Nellis & David Parker, 2009. "The effects of ownership on bank efficiency in Latin America," Applied Economics, Taylor & Francis Journals, vol. 41(18), pages 2353-2368.
    4. Stijn Claessens & Neeltje van Horen, 2009. "Being a Foreigner among Domestic Banks: Asset or Liability?," DNB Working Papers 224, Netherlands Central Bank, Research Department.
    5. Claeys, Sophie & Hainz, Christa, 2007. "Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates," Working Paper Series 210, Sveriges Riksbank (Central Bank of Sweden).
    6. Olena Havrylchyk & Emilia Jurzyk, 2005. "Profitability of Foreign and Domestic Banks in Central and Eastern Europe : Does the Mode of Entry Matter?," Working Papers 2005-21, CEPII research center.
    7. Abel, Istvan & Siklos, Pierre L., 2004. "Secrets to the successful Hungarian bank privatization: the benefits of foreign ownership through strategic partnerships," Economic Systems, Elsevier, vol. 28(2), pages 111-123, June.
    8. Megginson, William L., 2005. "The economics of bank privatization," Journal of Banking & Finance, Elsevier, vol. 29(8-9), pages 1931-1980, August.
    9. Adrian E. Tschoegl, 2004. "Financial Crises and the Presence of Foreign Banks," International Finance 0405016, EconWPA.
    10. de Haas, Ralph & van Lelyveld, Iman, 2006. "Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1927-1952, July.
    11. Jeon, Bang & Olivero, María & Wu, Ji, 2012. "Multinational Banking and the International Transmission of Financial Shocks: Evidence from Foreign Bank Subsidiaries," School of Economics Working Paper Series 2012-2, LeBow College of Business, Drexel University.
    12. De Haas, Ralph & Naaborg, Ilko, 2006. "Foreign banks in transition countries. To whom do they lend and how are they financed?," MPRA Paper 6320, University Library of Munich, Germany.
    13. Lee, Chien-Chiang & Hsieh, Meng-Fen, 2014. "Bank reforms, foreign ownership, and financial stability," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 204-224.
    14. Bang Nam Jeon & Maria Pia Olivero & Ji Wu, 2013. "Multinational Banking and Financial Contagion: Evidence from Foreign Bank Subsidiaries," Working Papers 052013, Hong Kong Institute for Monetary Research.
    15. Havrylchyk, Olena & Jurzyk, Emilia, 2006. "Profitability of foreign banks in Central and Eastern Europe : does the entry model matter?," BOFIT Discussion Papers 5/2006, Bank of Finland, Institute for Economies in Transition.
    16. Claeys, Sophie & Hainz, Christa, 2006. "Foreign Banks in Eastern Europe: Mode of Entry and Effects on Bank Interest Rates," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 95, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    17. Ion Lapteacru, 2016. "Convergence of bank competition in Central and Eastern European countries: Does ownership matter?," Working Papers hal-01301853, HAL.
    18. Van Tassel, Eric & Vishwasrao, Sharmila, 2007. "Asymmetric information and the mode of entry in foreign credit markets," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3742-3760, December.
    19. Claeys, Sophie & Vander Vennet, Rudi, 2008. "Determinants of bank interest margins in Central and Eastern Europe: A comparison with the West," Economic Systems, Elsevier, vol. 32(2), pages 197-216, June.
    20. Ralph de Haas & Ilko Naaborg, 2005. "Does Foreign Bank Entry Reduce Small Firms' Access to Credit? Evidence from European Transition Economies," DNB Working Papers 050, Netherlands Central Bank, Research Department.
    21. Laivi Laidroo, 2014. "Lending Growth and Cyclicality in Central and Eastern European Banks," TUT Economic Research Series 13, Department of Finance and Economics, Tallinn University of Technology.
    22. Ralph de Haas & Ilko Naaborg, 2005. "Foreign Banks in Transition Economies: Small Business Lending and Internal Capital Markets," International Finance 0504004, EconWPA.
    23. Ngoc-Anh Vo Thi & Dev Vencappa, 2008. "Does the Entry Mode of Foreign Banks Matter for Bank Efficiency? Evidence from the Czech Republic,Hungary, and Poland," William Davidson Institute Working Papers Series wp925, William Davidson Institute at the University of Michigan.
    24. Lehner, Maria, 2008. "Entry Mode Choice of Multinational Banks," Discussion Papers in Economics 8222, University of Munich, Department of Economics.
    25. Csizmazia, Roland Attila, 2014. "The Development of the Hungarian Banking Sector Prior to Basel II," MPRA Paper 54343, University Library of Munich, Germany.
    26. Claeys, Sophie & Hainz, Christa, 2014. "Modes of foreign bank entry and effects on lending rates: Theory and evidence," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 160-177.

Articles

  1. Sanyal, Paroma & Shankar, Rashmi, 2011. "Ownership, competition, and bank productivity: An analysis of Indian banking in the post-reform period," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 225-247, April.

    Cited by:

    1. Tanna, Sailesh & Luo, Yun & De Vita, Glauco, 2017. "What is the net effect of financial liberalization on bank productivity? A decomposition analysis of bank total factor productivity growth," Journal of Financial Stability, Elsevier, vol. 30(C), pages 67-78.
    2. Ghosh, Chinmoy & Hilliard, James & Petrova, Milena & Phani, B.V., 2016. "Economic consequences of deregulation: Evidence from the removal of voting cap in Indian banks," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 19-38.
    3. Mostak Ahamed, M., 2017. "Asset quality, non-interest income, and bank profitability: Evidence from Indian banks," Economic Modelling, Elsevier, vol. 63(C), pages 1-14.
    4. Inka Yusgiantoro & Wahyoe Soedarmono & Amine Tarazi, 2017. "Bank consolidation and financial stability revisited: Evidence from Indonesia," Working Papers hal-01577970, HAL.
    5. Memić Deni, 2015. "Banking Competition and Efficiency: Empirical Analysis on the Bosnia and Herzegovina Using Panzar-Rosse Model," Business Systems Research, De Gruyter Open, vol. 6(1), pages 72-92, March.
    6. Tzeremes, Nickolaos G., 2015. "Efficiency dynamics in Indian banking: A conditional directional distance approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 807-818.
    7. Hoxha, Indrit, 2013. "The market structure of the banking sector and financially dependent manufacturing sectors," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 432-444.
    8. Fujii, Hidemichi & Managi, Shunsuke & Matousek, Roman, 2014. "Indian bank efficiency and productivity changes with undesirable outputs: A disaggregated approach," Journal of Banking & Finance, Elsevier, vol. 38(C), pages 41-50.
    9. Lee, Chien-Chiang & Hsieh, Meng-Fen, 2013. "The impact of bank capital on profitability and risk in Asian banking," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 251-281.
    10. Lin, Kun-Li & Doan, Anh Tuan & Doong, Shuh-Chyi, 2016. "Changes in ownership structure and bank efficiency in Asian developing countries: The role of financial freedom," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 19-34.
    11. Wahida Ahmad & David Prentice, 2015. "How large are productivity differences between Islamic and Conventional Banks?," Discussion Papers 2015/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    12. Chiu, Ching-Ren & Chiu, Yung-Ho & Chen, Yu-Chuan & Fang, Chen-Ling, 2016. "Exploring the source of metafrontier inefficiency for various bank types in the two-stage network system with undesirable output," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 1-13.
    13. Saona, Paolo, 2016. "Intra- and extra-bank determinants of Latin American Banks' profitability," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 197-214.
    14. Zhang, Jianhua & Jiang, Chunxia & Qu, Baozhi & Wang, Peng, 2013. "Market concentration, risk-taking, and bank performance: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 149-157.

  2. Fiess, Norbert & Shankar, Rashmi, 2009. "Determinants of exchange rate regime switching," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 68-98, February.

    Cited by:

    1. Klaassen, Franc & Jager, Henk, 2011. "Definition-consistent measurement of exchange market pressure," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 74-95, February.
    2. Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi, 2011. "The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2123-2136, August.
    3. Fiess, Norbert M. & Fugazza, Marco & Maloney, William F., 2008. "Informality and Macroeconomic Fluctuations," IZA Discussion Papers 3519, Institute for the Study of Labor (IZA).
    4. Chadwick, Meltem Gülenay & Fazilet, Fatih & Tekatli, Necati, 2015. "Understanding the common dynamics of the emerging market currencies," Economic Modelling, Elsevier, vol. 49(C), pages 120-136.
    5. Fedorova, Ye. & Lukasevich, I., 2012. "Index of Exchange Market Pressure (EMP): Specifics of Emerging Markets," Journal of the New Economic Association, New Economic Association, vol. 14(2), pages 51-66.
    6. Chen, Chuanglian & Yao, Shujie & Ou, Jinghua, 2017. "Exchange rate dynamics in a Taylor rule framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 158-173.
    7. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Center for European, Governance and Economic Development Research Discussion Papers 326, University of Goettingen, Department of Economics.

  3. Rashmi Shankar, 2007. "Balance Sheet Effects, Growth, and Crises," Review of International Economics, Wiley Blackwell, vol. 15(4), pages 720-734, September.

    Cited by:

    1. Yanping Zhao & Jakob Haan & Bert Scholtens & Haizhen Yang, 2014. "Sudden Stops and Currency Crashes," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 660-685, September.

  4. Norman Loayza & Rashmi Shankar, 2000. "Private Saving in India," World Bank Economic Review, World Bank Group, vol. 14(3), pages 571-594, September.

    Cited by:

    1. FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2014. "Savings Determinants of Moroccan banks: A cointegration modeling approach," MPRA Paper 76371, University Library of Munich, Germany.
    2. Chowdhury, Abdur R., 2001. "The Impact of Financial Reform on Private Savings in Bangladesh," WIDER Working Paper Series 078, World Institute for Development Economic Research (UNU-WIDER).
    3. Mondher bellalah & Olivier Levyne & Omar Masood, 2013. "Does co-integration and causal relationship exist between the non-stationary variables for Chinese bank’s profitability? Empirical evidence," THEMA Working Papers 2013-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    4. Juan Nicolás Hernández, 2006. "Revisión De Los Determinantes Macroeconómicos Del Consumo Total De Los Hogares Para El Caso Colombiano," Borradores de Economia 401, Banco de la Republica de Colombia.
    5. Ken Chamuva Shawa, 2016. "Drivers Of Private Saving In Sub-Saharan African Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(2), pages 77-110, June.
    6. Norman Loayza & Klaus Schmidt-Hebbel & Luis Servén, 2001. "Una Revisión del Comportamientoy de los Determinantes del Ahorro en el Mundo," Working Papers Central Bank of Chile 95, Central Bank of Chile.
    7. Herman Bennett & Norman Loayza & Klaus Schmidt-Hebbel, 2001. "Un estudio del ahorro agregado por agentes económicos en Chile," Central Banking, Analysis, and Economic Policies Book Series,in: Felipe Morandé & Rodrigo Vergara & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Edit (ed.), Análisis Empírico del Ahorro en Chile, edition 1, volume 1, chapter 3, pages 49-82 Central Bank of Chile.
    8. Ferrucci, Gianluigi & Miralles, Cesar, 2007. "Saving behaviour and global imbalances: the role of emerging market economies," Working Paper Series 842, European Central Bank.
    9. Mehboob Ahmad & Tasneem Asghar, 2004. "Estimation of Saving Behaviour in Pakistan Using Micro Data," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 9(2), pages 73-92, Jul-Dec.
    10. Ismail, Aisha & Rashid, Kashif, 2013. "Determinants of household saving: Cointegrated evidence from Pakistan (1975–2011)," Economic Modelling, Elsevier, vol. 32(C), pages 524-531.
    11. James Ang & Kunal Sen, 2008. "Private Saving In India And Malaysia Compared: The Role Of Financial Liberalization And Expected Pension Benefits," Monash Economics Working Papers 13/08, Monash University, Department of Economics.
    12. Barry Bosworth & Susan M. Collins & Arvind Virmani, 2007. "Sources of Growth in the Indian Economy," NBER Working Papers 12901, National Bureau of Economic Research, Inc.
    13. Shahbaz, Muhammad & Nawaz, Kishwar & Arouri, Mohamed & Teulon, Frédéric & Uddin, Gazi Salah, 2013. "On the validity of the Keynesian Absolute Income hypothesis in Pakistan: An ARDL bounds testing approach," Economic Modelling, Elsevier, vol. 35(C), pages 290-296.
    14. Beckmann, Elisabeth & Mare, Davide Salvatore, 2017. "Formal and informal household savings: how does trust in financial institutions influence the choice of saving instruments?," MPRA Paper 81141, University Library of Munich, Germany.
    15. Shahbaz, Muhammad & Nawaz, Kishwer & AROURI, Mohamed El Hedi & Teulon, Frédéric, 2013. "Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?," MPRA Paper 47923, University Library of Munich, Germany, revised 01 Jul 2013.
    16. Omar Masood & Priya Darshini Pun Thapa & Olivier Levyne & Frederic Teulon & Rabeb Triki, 2014. "Does Co-integration and Causal Relationship Exist between the Non- stationary Variables for Chinese Bank’s Profitability? An Empirical Evidence," Working Papers 2014-249, Department of Research, Ipag Business School.

Books

  1. J. Humberto Lopez & Rashmi Shankar, 2011. "Getting the Most Out of Free Trade Agreements in Central America," World Bank Publications, The World Bank, number 2322.

    Cited by:

    1. World Bank, 2014. "Costa Rica : Five Years after CAFTA-DR, Assessing Early Results for the Costa Rican Economy," World Bank Other Operational Studies 20010, The World Bank.
    2. Elizabeth Ruppert Bulmer & Claire H. Hollweg, 2016. "The Labor Impact of Lao Export Growth," World Bank Other Operational Studies 24020, The World Bank.
    3. Pedro Caldentey & Manuel Alejandro Cardenete & Adolfo Cristóbal & Olexandr Nekhay, 2016. "Intra-regional vs extra-regional liberalization trade in Central America," Working Papers 2016-004, Universidad Loyola Andalucía, Department of Economics.
    4. Adolfo Cristobal Campoamor & Olexandr Nekhay & Manuel Alejandro Cardenete Flores & Pedro Caldentey del Pozo, 2016. "Intra-regional versus Inter-regional Trade Liberalization for Central America," EcoMod2016 9422, EcoMod.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (3) 2003-06-04 2005-12-01 2005-12-14
  2. NEP-DEV: Development (1) 2005-12-14
  3. NEP-FIN: Finance (1) 2004-08-16
  4. NEP-FMK: Financial Markets (1) 2005-12-14
  5. NEP-HIS: Business, Economic & Financial History (1) 2010-11-06
  6. NEP-IAS: Insurance Economics (1) 2005-12-14
  7. NEP-SEA: South East Asia (1) 2005-12-14
  8. NEP-TRA: Transition Economics (1) 2004-09-12

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