A dynamic model of bank valuation

DOI10.1016/J.ECONLET.2016.05.014zbMATH Open1398.91704OpenAlexW2397529270MaRDI QIDQ1670146FDOQ1670146

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

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zbMATH Keywords

valuationbank equitypanel error correctionpooled mean group estimationsystemically important banks

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• Specification Tests in Econometrics
• Title not available (Why is that?)
• Estimating long-run relationships from dynamic heterogeneous panels
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

Cited In (5)

• Title not available (Why is that?)
• Strategic bank closure and deposit insurance valuation
• Multi-period lead relations between price-to-book ratios and accounting rates-of-returns: Korean evidence
• Earnings, Earnings Growth and Value
• Volatile earnings growth, the price of earnings and the value premium

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