A dynamic model of bank valuation

DOI10.1016/J.ECONLET.2016.05.014MaRDI QIDQ1670146zbMATH OpenOpenAlexFDO

Authors Georgios Bertsatos, Plutarchos Sakellaris

Publication date 5 September 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2016.05.014

zbMATH Keywords

valuationbank equitypanel error correctionpooled mean group estimationsystemically important banks

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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Cites work

• scientific article; zbMATH DE number 1538094 (Why is no real title available?)
• Estimating long-run relationships from dynamic heterogeneous panels
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
• Specification Tests in Econometrics

Cited in

(5)

• scientific article; zbMATH DE number 7598167 (Why is no real title available?)
• Volatile earnings growth, the price of earnings and the value premium
• Earnings, Earnings Growth and Value
• Multi-period lead relations between price-to-book ratios and accounting rates-of-returns: Korean evidence
• Strategic bank closure and deposit insurance valuation

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