The Dealership Model for Interest Margins: The Case of the Greek Banking Industry
In this article we empirically investigate various versions of the Dealership model for Greek commercial banks. In particular, we set out to uncover the banks' net interest margin determinants by controlling for bank-specific characteristics as well as controlling for changes in the macroeconomic environment. The findings indicate that the determination of net interest margins is broadly consistent with the Dealership model. In particular, there is strong evidence supporting the view that default, interest rate and liquidity risks are significant determinants of net interest margins.
Year of publication: |
2002
|
---|---|
Authors: | Drakos, Konstantinos |
Published in: |
Journal of Emerging Market Finance. - Institute for Financial Management and Research. - Vol. 1.2002, 1, p. 75-98
|
Publisher: |
Institute for Financial Management and Research |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Opposites attract: The case of Greek and Turkish financial markets
Drakos, Konstantinos, (2001)
-
Regional effects of terrorism on tourism: Evidence from three Mediterranean countries
Drakos, Konstantinos, (2001)
-
Terrorism Shocks and Public Spending: Panel VAR Evidence from Europe
Drakos, Konstantinos, (2011)
- More ...