Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.5/10104
Título: Measuring performance in the portuguese banking industry with a fourier regression model
Autor: Barros, Carlos Pestana
Borges, Maria Rosa
Data: 2011
Editora: Routledge
Citação: Barros, Carlos Pestana e Maria Rosa Borges (2011). "Measuring performance in the portuguese banking industry with a fourier regression model". Applied Economics Letters, 18:21-28
Resumo: This article analyses the determinants of banks’ profitability in the Portuguese banking sector during the period 1990 to 2005. The study extends the established literature on modelling the banks’ performance by applying a Fourier approximation in order to detect for possible nonlinearities between the profitability variables and the explanatory variables. In so doing, we verify that the introduction of the Fourier coefficients in the analysis quite improved the quality of the adjustments, the need to accept the existence of nonlinear relationships among the variables involved in the study thus becoming evident. The results of this article suggest that the best performing banks in the Portuguese banking sector are those which have endeavoured to improve their capital and labour productivity, those which have maintained a high dimension and, finally, those which have been able to reinforce their capital structure.
Peer review: yes
URI: http://hdl.handle.net/10400.5/10104
DOI: 10.1080/13504850903409755
ISSN: 1466–4291
Versão do Editor: http://www.informaworld.com
Aparece nas colecções:DE - Artigos em Revistas Internacionais / Articles in International Journals

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