Approche Econométrique des Déterminants de la Rentabilité des Banques Européennes.

Yao, Jean-Marie (2005): Approche Econométrique des Déterminants de la Rentabilité des Banques Européennes.

Abstract

This article analyzes the profitability of the banks in six European countries between 1994 and 1997. We deal with the link between profitability and certain external and interns' determinants of European banking system. Following a methodology of panel analysis with a fixed individual effects model we show the diversity of answers of the European banking structure compared to the variation of certain determinants.

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Ce papier analyse la rentabilité des banques dans six pays européens entre 1994 et 1997. Nous nous proposons de réexaminer le lien entre la rentabilité et certains déterminants externes et internes au système bancaire. Suivant une méthodologie de panel avec modèle à effets individuels fixes, nous montrons la diversité des réponses du système bancaire européen face aux variations de certains déterminants.

• Item Type: MPRA Paper
• English Title: Econometric approach of European Banks' Determinants of profitability
• Language: French
• Keywords: Bank, Profitability, Determinants, Methodology, Europe Banque, Rentabilité, Déterminants, Méthodologie, Europe
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C10 - General; D - Microeconomics > D4 - Market Structure, Pricing, and Design > D40 - General; G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages

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