Banking and Beyond by Unknown
Author:Unknown
Language: eng
Format: epub
ISBN: 9783030457525
Publisher: Springer International Publishing
Table 6.2 shows the results of the estimations for the net interest margin and profitability (ROA). All the estimations satisfy the statistical test that rejects the second-order serial correlation, as well as the Hansen test for over-identifying restrictions. Regressions also include time effects to control for specific particular shocks in each year affecting the dependent variable. The quadratic term of the monetary policy variables is included to test for a possible non-linear relationship between these variables and each of the dependent variables.Table 6.2Results from the regressions
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