, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … alongside a novel bank-level dataset for selected Maltese core banks compiled by merging data from various sources. Forecasting … comprehensive profitability outlook for the Maltese core banking sector. Key findings are summarized as follows: (i) neither of the …

This paper documents the time-series and cross-sectional variations in bank capital ratios and investigates their … underlying driving forces using listed Japanese bank data from 1977 to 2009. We derive an overall framework in the form of a … present-value model to decompose the ariation in bank capital ratios into changes in expected future stock returns …