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An empirical study on banks profitability in the KSA: A co-integration approach
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An empirical study on banks profitability in the KSA: A co-integration approach (2009)An empirical study on banks profitability…Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Firm-Specific Assets and the …Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)Bank-specific, industry-speci…Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence (1999)Determinants of Commercial Ba…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Determinants of European bank profitability: A note (1992)Determinants of European bank…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Concentration and other determinants of bank profitability in Europe, North America and Australia (1989)Concentration and other deter…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Evidence on the (Non) Relationship between Concentration and Profitability in Banking (1985)Evidence on the (Non) Relatio…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The relation between commercial bank profit rates and banking concentration in Canada, Western Europe, and Japan (1979)The relation between commerci…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…A Theory of the Consumption Function (1960)A Theory of the Consumption F…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Econometric Analysis of Cross Section and Panel Data (2001)Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Macroeconomics and Reality (1980)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)Business conditions and expected returns on stocks and bonds (1989)How does foreign entry affect domestic banking markets? (2001)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2006Bank-specific, industry-specific and macroeconomic determinants of bank profitability2,292 cited
  • 1960A Theory of the Consumption Function2,232 cited
  • 1999Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence1,871 cited
  • 1992Determinants of European bank profitability: A note1,296 cited
  • 1989Concentration and other determinants of bank profitability in Europe, North America and Australia1,263 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1985Evidence on the (Non) Relationship between Concentration and Profitability in Banking

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793 cited
  • 2019Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment670 cited
  • 1979The relation between commercial bank profit rates and banking concentration in Canada, Western Europe, and Japan484 cited
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