Chapter 1 of the dissertation investigates the determinants of bank interest margin (NIM)and noninterest income (NII) using a system estimation approach for all commercial banks in agroup of 28 financially liberalized countries during the period between 1997 and 2004. Theempirical results...

Chapter 1 of the dissertation investigates the determinants of bank interest margin (NIM) and noninterest income (NII) using a system estimation approach for all commercial banks in a group of 28 financially liberalized countries during the period between 1997 and 2004. The empirical results...

We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...

We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...