| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963495 | Journal of International Financial Markets, Institutions and Money | 2012 | 16 Pages |
Abstract
⺠Semi-parametric bank profitability model. ⺠U.S. commercial banking sector. ⺠Non-parametric effects from macroeconomic and banking variables. ⺠The out of sample performance of the semi-parametric model is superior to that of the linear model. ⺠These results are of importance to policy makers in designing a macro-prudential framework.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Angelos Kanas, Dimitrios Vasiliou, Nikolaos Eriotis,