Hanieh Mohammadali

[ 1 ] - Profit rate stickiness and bank specific characteristics: Empirical study of panel hidden cointegration

Profit rate stickiness means the asymmetric behavior of banking profit rate with respect to positive and negative shocks. Scrutinizing this behavior would suggest a new perspective on policy tools and banking supervision. In this regard, this paper applies hidden panel cointegration, proposed by Hatemi-J (2018), to study profit rate and bank specific characteristics nexus for all banks listed o...