Επιτόκια αγοράς και τραπεζικές επιδόσεις
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Keywords
Επιτόκια ; Απόδοση ενεργητικού ; Κερδοφορία ; Τράπεζες ; GMM ; Unit-root ; Αιτιότητα ; Fixed effects ; Random effectsAbstract
The goal of this thesis is to examine the relation between the interest rates of the
United States economy and the profitability of banks in it. There is a great number
of banks operating in the United States and a lively banking sector, which makes the
study of their performance, in relation to macroeconomic factors, like the interest
rates, quite interesting for those involved in the banking sector. Focus is given on
monetary policy and we are looking at the period 2010-2020, for which we collect
quarterly panel data for internal and external factors of bank profitability and by
utilizing econometric methods, like the General Method of Movements and the es-
timation of Fixed Effects models, we examine whether the relationship between the
interest rates and the profitability is positive, or negative. According to our findings,
we note that the relationship between the Slope of the Yield Curve and the Return
on Assets, for the banks of our sample, is positive.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με ειδίκευση στη Χρηματοοικονομική και Τραπεζική ΔιοικητικήDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
61Language
Greek
Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού - Μη Εμπορική Χρήση - Παρόμοια Διανομή 3.0 Ελλάδα
Αναφορά Δημιουργού - Μη Εμπορική Χρήση - Παρόμοια Διανομή 3.0 Ελλάδα