A dynamic model of bank valuation

DOI10.1016/J.ECONLET.2016.05.014zbMath1398.91704OpenAlexW2397529270MaRDI QIDQ1670146

Georgios Bertsatos, Plutarchos Sakellaris

Publication date: 5 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.05.014

zbMATH Keywords

valuationbank equitypanel error correctionpooled mean group estimationsystemically important banks

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• Unnamed Item
• Estimating long-run relationships from dynamic heterogeneous panels
• Specification Tests in Econometrics
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

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