Panel data modeling of bank deposits

DOI10.1007/S10436-020-00373-1zbMath1470.91311OpenAlexW3092518854MaRDI QIDQ2045105

Marta Faias, Pedro Júdice, Pedro Mota, Sofia Costa

Publication date: 11 August 2021

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-020-00373-1

zbMATH Keywords

panel datamomentumliquiditybank deposits

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial networks (including contagion, systemic risk, regulation) (91G45)

Uses Software

• plm
• Unnamed Item

Cites Work

• Unnamed Item
• MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS
• DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK
• Testing the Error Components Model with Non-Normal Disturbances
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• On a measure of lack of fit in time series models
• A Test for Normality of Observations and Regression Residuals
• An analysis of variance test for normality (complete samples)

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