Repository logo
 
Publication

Do macro-financial variables matter for european bank interest margins and profitability?

dc.contributor.authorMendes, Victor
dc.contributor.authorAbreu, Margarida
dc.date.accessioned2009-10-22T10:44:19Z
dc.date.available2009-10-22T10:44:19Z
dc.date.issued2003
dc.descriptionPreliminary versionpt
dc.description.abstractThe main goal of this paper is to study the determinants of bank interest margins and profitability for some European countries in the last decade. We use a set of bank characteristics, macroeconomic and regulatory indicators as well as financial structure variables in order to explain interest margins and profitability. We evaluate whether European countries, sharing a common bond - European Monetary System membership - also share the same interest margin and profitability determinants. Beyond the usual micro variables, the paper examines whether bank size and capitalisation as well as inflation, economic growth, exchange rate policy, financial liberalisation and exchange rate turmoil, could be accepted as explanatory variables for bank performance. At the same time, we evaluate the impact of the EMS crisis of 1992/3/4 on the net interest margin and bank profitability, as well as the impact of the liberalisation of capital movements on Portuguese and Spanish banks.pt
dc.identifier.citationMendes, Victor e Margarida Abreu. 2003. "Do macro-financial variables matter for european bank interest margins and profitability?". Comunicação apresentada na EcoMod2003 - International Conference on Policy Modeling, Turquey, Istanbul.pt
dc.identifier.urihttp://hdl.handle.net/10400.5/1365
dc.language.isoengpt
dc.publisherGlobal Economic Modeling Networkpt
dc.titleDo macro-financial variables matter for european bank interest margins and profitability?pt
dc.typeconference object
dspace.entity.typePublication
oaire.citation.conferencePlaceIstanbul, Turqueypt
oaire.citation.titleEcoMod2003 - International Conference on Policy Modelingpt
rcaap.rightsopenAccesspt
rcaap.typeconferenceObjectpt

Files

Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
MA-EcoMod2003.pdf
Size:
43.36 KB
Format:
Adobe Portable Document Format