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  • Search: subject:"system generalized method ofmoments"
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Bank 1 Bank lending 1 Credit risk 1 Interest margin 1 Kreditgeschäft 1 Kreditrisiko 1 MENA countries 1 MENA-Staaten 1 Middle East 1 Middle East and North Africa 1 Mittlerer Osten 1 Non-performing loan 1 Nordafrika 1 North Africa 1 Notleidender Kredit 1 Panel 1 Panel study 1 Regression analysis 1 Regressionsanalyse 1 Zinsspanne 1 bank profitability 1 credit risk 1 non-performing loans 1 panel smooth transition regression 1 system generalized method ofmoments 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Alnabulsi, Khalil 1 Hakimi, Abdelaziz 1 Kozarević, Emira 1
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International Journal of Financial Studies : open access journal 1
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ECONIS (ZBW) 1
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Non-Performing loans and Net Interest Margin in the MENA region : linear and non-linear analyses
Alnabulsi, Khalil; Kozarević, Emira; Hakimi, Abdelaziz - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-17
This paper analyzes the linear and non-linear relationship between non-performing loans and bank profitability measured by the Net Interest Margin for a sample of 74 Middle Eastern and North African banks over the period of 2005-2020. We used the System Generalized Method of Moments (SGMM) as a...
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