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Jayasinghe Wickramanayake

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First Name:Jayasinghe
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Last Name:Wickramanayake
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RePEc Short-ID:pwi349
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Working papers

  1. J Wickramanayake, 1992. "Determinants of Savings in Developing Countries: A Survey with New Evidence from Sri Lanka," Working Papers 1992.0, School of Economics, La Trobe University.

Articles

  1. Perera, Anil & Ralston, Deborah & Wickramanayake, J., 2014. "Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 195-216.
  2. Perera, Anil & Ralston, Deborah & Wickramanayake, Jayasinghe, 2013. "Central bank financial strength and inflation: Is there a robust link?," Journal of Financial Stability, Elsevier, vol. 9(3), pages 399-414.
  3. Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.
  4. A.S.M. Sohel Azad & Victor Fang & J. Wickramanayake, 2011. "Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk," International Review of Finance, International Review of Finance Ltd., vol. 11(3), pages 353-390, September.
  5. Pathan, Shams & Skully, Michael & Wickramanayake, J., 2008. "Reforms in Thai bank governance: The aftermath of the Asian financial crisis," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 345-362.
  6. Shrimal Perera & Michael Skully & J. Wickramanayake, 2007. "Cost Efficiency in South Asian Banking: The Impact of Bank Size, State Ownership and Stock Exchange Listings-super-," International Review of Finance, International Review of Finance Ltd., vol. 7(1-2), pages 35-60.
  7. Shams Pathan & Michael Skully & J. Wickramanayake, 2007. "Board Size, Independence and Performance: An Analysis of Thai Banks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 211-227, September.
  8. Shrimal Perera & Michael Skully & J. Wickramanayake, 2006. "Competition and structure of South Asian banking: a revenue behaviour approach," Applied Financial Economics, Taylor & Francis Journals, vol. 16(11), pages 789-801.
  9. J.P.A. Sagaram & J. Wickramanayake, 2005. "Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 58(232), pages 21-51.
  10. Do, Viet & Faff, Robert & Wickramanayake, J., 2005. "An empirical analysis of hedge fund performance: The case of Australian hedge funds industry," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 377-393, October.

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

    Sorry, no citations of working papers recorded.

Articles

  1. Perera, Anil & Ralston, Deborah & Wickramanayake, J., 2014. "Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 195-216.

    Cited by:

    1. Perera, Anil & Wickramanayake, J., 2016. "Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 1-20.
    2. Manuk Ghazanchyan, 2014. "Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka," IMF Working Papers 14/190, International Monetary Fund.
    3. Yang, Jun & Shao, Hanhua, 2016. "Impact of bank competition on the bank lending channel of monetary transmission: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 468-481.

  2. Perera, Anil & Ralston, Deborah & Wickramanayake, Jayasinghe, 2013. "Central bank financial strength and inflation: Is there a robust link?," Journal of Financial Stability, Elsevier, vol. 9(3), pages 399-414.

    Cited by:

    1. Perera, Anil & Wickramanayake, J., 2016. "Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 1-20.
    2. Bholat, David & Darbyshire, Robin, 2016. "Accounting in central banks," Bank of England working papers 604, Bank of England.
    3. Andrew J Swiston & Florencia Frantischek & Przemek Gajdeczka & Alexander Herman, 2014. "Central Bank Financial Strength in Central America and the Dominican Republic," IMF Working Papers 14/87, International Monetary Fund.
    4. Iwasaki, Ichiro & Uegaki, Akira, 2015. "Central Bank Independence and Inflation in Transition Economies: A Comparative Meta-Analysis with Developed and Developing Economies," RRC Working Paper Series 55, Russian Research Center, Institute of Economic Research, Hitotsubashi University.
    5. Salahodjaev, Raufhon, 2015. "Does intelligence help fighting inflation: an empirical test?," MPRA Paper 66882, University Library of Munich, Germany.
    6. Gustavo Adler & Pedro Castro & Camilo E. Tovar, 2016. "Does Central Bank Capital Matter for Monetary Policy?," Open Economies Review, Springer, vol. 27(1), pages 183-205, February.
    7. Julien Pinter, 2017. "Central bank financial strength and inflation: an empirical reassessment considering the key role of the fiscal support," Documents de travail du Centre d'Economie de la Sorbonne 17055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    8. Julien Pinter, 2017. "Central bank financial strength and inflation: an empirical reassessment considering the key role of the fiscal support," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01660945, HAL.

  3. Watson, John & Wickramanayake, J., 2012. "The relationship between aggregate managed fund flows and share market returns in Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 451-472.

    Cited by:

    1. Chang, Chia-Lin & Ke, Yu-Pei, 2014. "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper 57625, University Library of Munich, Germany.
    2. Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 1-8.
    3. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017. "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 176-192.
    4. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.

  4. A.S.M. Sohel Azad & Victor Fang & J. Wickramanayake, 2011. "Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk," International Review of Finance, International Review of Finance Ltd., vol. 11(3), pages 353-390, September.

    Cited by:

    1. Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2017. "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, vol. 41(C), pages 354-361.
    2. Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012. "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, vol. 22(C), pages 38-47.
    3. Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015. "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 1-13.
    4. Cumhur ÞAHÝN & Hüseyin ALTAY, 2016. "Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment," Eurasian Business & Economics Journal, Eurasian Academy Of Sciences, vol. 4(4), pages 52-67, January.
    5. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015. "International swap market contagion and volatility," Economic Modelling, Elsevier, vol. 47(C), pages 355-371.
    6. Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017. "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 300-315.

  5. Pathan, Shams & Skully, Michael & Wickramanayake, J., 2008. "Reforms in Thai bank governance: The aftermath of the Asian financial crisis," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 345-362.

    Cited by:

    1. Canan Yildirim, 2009. "Moral Hazard, Corporate Governance, and Bank Failure: Evidence from The 2000-2001 Turkish Crises," Working Papers 486, Economic Research Forum, revised May 2009.
    2. Natanael Waraney Gerald Massie & Chaikal Nuryakin, 2017. "When Prime Depositors Run on the Banks: A Behavioral Approach," LPEM FEBUI Working Papers 201712, LPEM, Faculty of Economics and Business, University of Indonesia, revised Sep 2017.
    3. Shams Pathan & Michael Skully & J. Wickramanayake, 2007. "Board Size, Independence and Performance: An Analysis of Thai Banks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 211-227, September.
    4. Abdel-Baki Monal A., 2012. "Coalitions within the Egyptian Banking Sector: Catalysts of the Popular Revolution," Business and Politics, De Gruyter, vol. 14(1), pages 1-26, April.
    5. Frank M. Song & Li Li, 2012. "Bank Governance: Concepts and Measurements," Chapters,in: Research Handbook on International Banking and Governance, chapter 1 Edward Elgar Publishing.
    6. Khadija Mnasri, 2015. "Ownership Structure, Board Structure And Performance In The Tunisian Banking Industry," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 11(2), pages 57-82.
    7. Tientip Subhanij & Wanvimol Sawangngoenyuang, 2012. "Corporate Governance and Bank Performance in Thailand," Chapters,in: Research Handbook on International Banking and Governance, chapter 35 Edward Elgar Publishing.
    8. Vithessonthi, Chaiporn, 2014. "The effect of financial market development on bank risk: evidence from Southeast Asian countries," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 249-260.

  6. Shrimal Perera & Michael Skully & J. Wickramanayake, 2007. "Cost Efficiency in South Asian Banking: The Impact of Bank Size, State Ownership and Stock Exchange Listings-super-," International Review of Finance, International Review of Finance Ltd., vol. 7(1-2), pages 35-60.

    Cited by:

    1. Nguyen, My & Skully, Michael & Perera, Shrimal, 2012. "Bank market power and revenue diversification: Evidence from selected ASEAN countries," Journal of Asian Economics, Elsevier, vol. 23(6), pages 688-700.
    2. Samir Srairi, 2010. "Cost and profit efficiency of conventional and Islamic banks in GCC countries," Journal of Productivity Analysis, Springer, vol. 34(1), pages 45-62, August.
    3. Shrimal Perera & Michael Skully, 2012. "On the cross-methodological validation of bank efficiency assessments," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(1), pages 26-42, March.
    4. Wijesiri, Mahinda & Viganò, Laura & Meoli, Michele, 2015. "Efficiency of microfinance institutions in Sri Lanka: a two-stage double bootstrap DEA approach," Economic Modelling, Elsevier, vol. 47(C), pages 74-83.
    5. Perera, Anil & Ralston, Deborah & Wickramanayake, J., 2014. "Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 195-216.
    6. Dong Xiang & Abul Shamsuddin & Andrew C Worthington, 2011. "A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors," Discussion Papers in Finance finance:201119, Griffith University, Department of Accounting, Finance and Economics.
    7. Dong Xiang & Abul Shamsuddin & Andrew Worthington, 2015. "The differing efficiency experiences of banks leading up to the global financial crisis: A comparative empirical analysis from Australia, Canada and the UK," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(2), pages 327-346, April.
    8. Dong, Yizhe & Firth, Michael & Hou, Wenxuan & Yang, Weiwei, 2016. "Evaluating the performance of Chinese commercial banks: A comparative analysis of different types of banks," European Journal of Operational Research, Elsevier, vol. 252(1), pages 280-295.
    9. Nguyen, My & Skully, Michael & Perera, Shrimal, 2012. "Market power, revenue diversification and bank stability: Evidence from selected South Asian countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 897-912.
    10. Nguyen, My & Perera, Shrimal & Skully, Michael, 2017. "Bank market power, asset liquidity and funding liquidity: International evidence," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 23-38.
    11. Mariani Abdul-Majid & David Saal & Giuliana Battisti, 2010. "Efficiency in Islamic and conventional banking: an international comparison," Journal of Productivity Analysis, Springer, vol. 34(1), pages 25-43, August.
    12. Thierno Barry & Amine Tarazi & Paul Wachtel, 2016. "Falling under the control of a different type of owner : risk-taking implications for Banks," Working Papers hal-01333492, HAL.
    13. Behr, Andreas & Tente, Sebastian, 2008. "Stochastic frontier analysis by means of maximum likelihood and the method of moments," Discussion Paper Series 2: Banking and Financial Studies 2008,19, Deutsche Bundesbank.

  7. Shams Pathan & Michael Skully & J. Wickramanayake, 2007. "Board Size, Independence and Performance: An Analysis of Thai Banks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 211-227, September.

    Cited by:

    1. Beisland, Leif Atle & Mersland, Roy & Randøy, Trond, 2014. "The Association between microfinance rating scores and corporate governance: a global survey," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 268-280.
    2. Hani El-Chaarani, 2017. "The Mutual Impacts of Corporate Governance Dimensions and Legal Protection Systems on the Performance of European Banks: A Post-Crisis Study," European Research Studies Journal, European Research Studies Journal, vol. 0(2A), pages 538-567.
    3. Tientip Subhanij & Wanvimol Sawangngoenyuang, 2012. "Corporate Governance and Bank Performance in Thailand," Chapters,in: Research Handbook on International Banking and Governance, chapter 35 Edward Elgar Publishing.
    4. Zulkufly Ramly & Sok-Gee Chan & Mohd Zulkhairi Mustapha & Noor Sharoja Sapiei, 2017. "Women on boards and bank efficiency in ASEAN-5: the moderating role of the independent directors," Review of Managerial Science, Springer, vol. 11(1), pages 225-250, January.
    5. Maria-Eleni K. Agoraki & Manthos D. Delis & Panagiotis K. Staikouras, 2010. "The effect of board size and composition on bank efficiency," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(4), pages 357-386.
    6. Anastasia Stepanova & Olga Ivantsova, 2012. "Does Corporate Governance Have an Effect on Performance in the European Banking Sector? Evidence from a Crisis Environment," HSE Working papers WP BRP 10/FE/2012, National Research University Higher School of Economics.
    7. Chee-keong Choong & Sok-gee Chan & Chuen-khee Pek, 2016. "The Effect of Board Composition on the Efficiency of Public Listed Companies in Malaysia," Economics Bulletin, AccessEcon, vol. 36(3), pages 1354-1363.
    8. Hamid Mohsin Jadah & Logasvathi A/P Murugiah & Azira Binti Abdul Adzis, 2016. "The Effect of Board Characteristics on Iraqi Banks Performance," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 205-214, October.
    9. Bowo Setiyono & Amine Tarazi, 2014. "Does diversity of bank board members affect performance and risk? Evidence from an emerging market," Working Papers hal-01070988, HAL.

  8. Shrimal Perera & Michael Skully & J. Wickramanayake, 2006. "Competition and structure of South Asian banking: a revenue behaviour approach," Applied Financial Economics, Taylor & Francis Journals, vol. 16(11), pages 789-801.

    Cited by:

    1. Samuel Fosu, 2013. "Banking Competition in Africa: Sub-regional Comparative Studies," Discussion Papers in Economics 13/12, Department of Economics, University of Leicester, revised Jun 2013.
    2. Abdul Majid, Muhamed Zulkhibri & Sufian, Fadzlan, 2007. "Market Structure and Competition in Emerging Market: Evidence from Malaysian Islamic Banking Industry," MPRA Paper 12126, University Library of Munich, Germany, revised 01 Jul 2007.
    3. Stavarek, Daniel & Repkova, Iveta, 2011. "Estimation of the competitive conditions in the Czech banking sector," MPRA Paper 30720, University Library of Munich, Germany.
    4. Simbanegavi, Witness & Greenberg, Josh & Gwatidzo, Tendai, 2012. "Testing for competition in the South African banking sector," MPRA Paper 43627, University Library of Munich, Germany.
    5. Qichang Ye & Zongling Xu & Dan Fang, 2012. "Market structure, performance, and efficiency of the Chinese banking sector," Economic Change and Restructuring, Springer, vol. 45(4), pages 337-358, November.
    6. Ronald Kumar & Arvind Patel, 2014. "Exploring competitiveness in banking sector of a small island economy: a study of Fiji," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3169-3183, November.
    7. Ahmed Arif & Ahmed Nauman Anees, 2012. "Liquidity risk and performance of banking system," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 20(2), pages 182-195, May.
    8. Rezitis, Anthony N., 2010. "Evaluating the state of competition of the Greek banking industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(1), pages 68-90, February.
    9. Muhamed Majid & Fadzlan Sufian, 2006. "Consolidation and Competition in Emerging Market: An Empirical Test for Malaysian Banking Industry," Economic Change and Restructuring, Springer, vol. 39(1), pages 105-124, June.
    10. Iveta Repková & Daniel Stavárek, 2014. "Concentration and Competition in the Banking Sector of Turkey," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(36), pages 625-625, May.
    11. Yong Tan & Christos Floros, 2013. "Market power, stability and performance in the Chinese banking industry," Economic Issues Journal Articles, Economic Issues, vol. 18(2), pages 65-90, September.
    12. Fosu, Samuel, 2013. "Banking competition in Africa: Subregional comparative studies," Emerging Markets Review, Elsevier, vol. 15(C), pages 233-254.

  9. Do, Viet & Faff, Robert & Wickramanayake, J., 2005. "An empirical analysis of hedge fund performance: The case of Australian hedge funds industry," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 377-393, October.

    Cited by:

    1. Gökçe Soydemir & Jan Smolarski & Sangheon Shin, 2014. "Hedge funds, fund attributes and risk adjusted returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 133-149, January.
    2. Stoforos, Chrysostomos E. & Degiannakis, Stavros & Palaskas, Theodosios B., 2017. "Hedge fund returns under crisis scenarios: A holistic approach," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1196-1207.
    3. Steri, Roberto & Giorgino, Marco & Viviani, Diego, 2009. "The Italian hedge funds industry: An empirical analysis of performance and persistence," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 75-91, February.
    4. Jordão, Gustavo A. & Moura, Marcelo L., 2011. "Performance Analysis of Brazilian Hedge Funds," Insper Working Papers wpe_236, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    5. Do, Viet & Faff, Robert & Veeraraghavan, Madhu, 2010. "Performance persistence in hedge funds: Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(4), pages 346-362, October.

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