Impacts of sovereign risk premium on bank profitability : evidence from euro erea

Impacts of sovereign risk premium on bank profitability evidence from euro erea

This study examines the impacts of the sovereign risk premium on bank profitability of 154 Eurozone banks between 2005 and 2019, using the differenced generalized method of moments. Contrary to previous literature results, banks' net interest margin actually benefits from the low and negative r...

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Bibliographic Details
Main Author: Nguyen, Sang
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Format: Master's thesis
Language:eng
Published: 2021
Subjects:
sovereign risk premium
low and negative rates
unconventional monetary policy
Taloustiede
Economics
2041
kannattavuus
pankit
rahapolitiikka
finanssikriisit
profitability
banks (monetary institutions)
monetary policy
financial crises
Online Access: https://jyx.jyu.fi/handle/123456789/76066

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