Determinant factors of banking proftability: an application of quantile regression for panel data

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Autores
Ciganda, Rodrigo Ricardo
Bortoluzzo, Mauricio Mesquita
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Citações na Scopus
Tipo de documento
Artigo Científico
Data
2024
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This study examines the determinants of bank proftability using a quantile regression approach, ofering insights into factors afecting banks across diferent percentiles of proftability. Utilizing a comprehensive database from Orbis covering 1200 top-market institutions across 101 countries, the research uniquely employs dynamic panel quantile regression while addressing sample survival bias. Our fndings highlight that bank size and capital adequacy nega tively impact proftability, whereas market value exerts a positive infuence on higher proftability banks. Credit risk afects proftability diferently across levels of proftability, and infation rate shows signifcance only for higher proft ability banks. The study contributes to the existing literature by ofering valuable insights into the factors determining bank proftability and how they behave at diferent percentiles in the sample, suggesting the importance of bank efciency and competition in promoting economic growth

Titulo de periódico
Future Business Journal
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URL na Scopus
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Inglês
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Membros da banca
Área do Conhecimento CNPQ
CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO

CIENCIAS SOCIAIS APLICADAS::ECONOMIA

ENGENHARIAS::ENGENHARIA DE PRODUCAO

CIENCIAS HUMANAS::SOCIOLOGIA
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