Articles with "dynamic gmm" as a keyword



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Re-Examining the Determinants of Islamic Bank Performance: New Evidence from Dynamic GMM, Quantile Regression, and Wavelet Coherence Approaches

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Published in 2017 at "Emerging Markets Finance and Trade"

DOI: 10.1080/1540496x.2016.1250076

Abstract: ABSTRACT This study is the first attempt to conduct a comparative analysis of the internal and external determinants of the Islamic banks’ profitability in the GCC region applying dynamic GMM, quantile regression, and wavelet coherence… read more here.

Keywords: quantile regression; determinants islamic; gmm quantile; dynamic gmm ... See more keywords