South Asia has seen a digital revolution in recent years. The number of persons who use the internet has risen drastically. They use it for shopping, social media and online sales. However, there exists a literature gap as far as the effect of outbound digital marketing in B2B markets is concerned. The research builds a model based on brand and consumer interactions in Indian B2B markets using a vector autoregressive model to systemically analyze the cost and outcome of digital marketing efforts by the start-ups operating in South Asia. The multivariate time series analyzed in identifying simultaneous and consistent impacts by the start-ups. We use Vector autoregressive model as it allows us to analyse the relationship among the factors as it changes over time. The research finds evidence for the conceptual framework in South Asian markets. The results prove that sales are greatly influenced by digital media, and outbound marketing efforts, predominantly word of mouth, has a huge impact in building a brand image as it spread over in the social media platforms. It is observed that the digital marketing strategies and consumer interaction are the same across South Asia, but its effect varies from country to country within South Asia thus suggesting a need of developing a new strategy in digital marketing for B2B markets.

Oil export is the major source of revenue for the countries in the Middle East. Their economies are sensitive to fluctuations in oil prices. The present study examines the impact of oil crisis on the performance of selected banks of Kingdom of Bahrain using profitability, efficiency, capital adequacy and liquidity ratios in the pre-crisis and crisis periods. The study reveals that there is no significant difference in the performance of banks in the pre-crisis and crisis period. The results indicate that there is a significant difference in the performance of conventional banks and Islamic banks in the pre-crisis period. However, there is no significant difference in the performance of conventional banks and Islamic banks during the crisis period.

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Investors invest in a foreign market to reap the benefits of currency differences. The change in the value of underlying assets affects these hedged funds and, at the same time, restricts investors from higher return possible in unhedged funds. This study aims to examine the performance of most actively traded shares in Exchange Traded Fund and any influence, along with tracking the information from the index. This study also analyzes the currency fluctuation and its impact on returns and volatility of ETF and index. The equity ETF, which tracks NASDAQ (NDX 100), is chosen for the study, and the data analysis is carried out using statistical methods such as correlation, regression, and GARCH model. The study utilizes the currency rate data from 2013 to 2018 of USD, GBP, and INR and examines its effect on the NDX (NASDAQ). The study emphasizes whether the ETF as a basket of securities is insensitive to currency rate fluctuations. It is found that the response of ETF to the currency movements is likely due to its underlying index. The study concludes that Motilal Oswal shares in NASDAQ 100 ETF are highly sensitive to the NDX 100 movements; thus, there is no direct impact between ETF and index performance through exchange rate fluctuation.

Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market

Asset restructuring has become a key tool for banks to deal with non-performing assets (NPAs) and sustain banking sector health, especially in emerging economies like India where the quality of assets is a persistent issue. This study examines the effect of asset restructuring on financial performance and financial stability of the Indian scheduled commercial banks through a dynamic panel framework. The analysis utilizes panel data of 97 scheduled commercial banks during the time frame 2015–2025 which generates 608 observations. Endogeneity, autocorrelation and heterogeneity issues are tackled by using a two-step system Generalized Method of Moments (GMM) estimation approach. The asset quality, financial stability (measured with Z score), capital adequacy and liquidity are the four major dimensions of banking performance under consideration. The empirical results suggest that restructuring has no long-term statistically significant impact on asset quality and financial stability, which suggests that restructuring may not be an effective way to increase the fundamental credit risk profile of banks. The results, however, illustrate a strong negative effect on the capital adequacy and liquidity. The two-step system GMM estimation results indicate that asset restructuring results in around 0.5% reduction in capital adequacy and 5.9% reduction in liquidity, which shows the mechanism of the short-term NPA resolution and long-term banking resilience. Moreover, NPA provisioning and operating efficiency have a positive impact on bank stability and bank capitalization and higher profitability has positive impact on liquidity performance. The study findings suggest that restructuring assets can be a short-term solution for the management of distressed assets, but overusing restructuring might cause a decline in long-term sustainability. The results offer valuable policy insights related to the reinforcement of restructuring systems, risk management practices and the enhancement of regulatory oversight in new banking systems.