Advances and Applications in Statistics
Volume 57, Issue 2, Pages 145 - 153
(August 2019) http://dx.doi.org/10.17654/AS057020145 |
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DETERMINANTS OF EGYPTIAN BANK’S PROFITABILITY USING SEEMINGLY UNRELATED REGRESSION MODEL
Essam Fawzy Aziz and Nader Alber Fanous
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Abstract: Based on a group of variables and data collected during the period from the beginning of 2009 to the end of 2017, the paper intends to analyze the determinates of Egyptian bank’s profitability. The Seemingly Unrelated Regression model (SUR) was applied. The dependent variables were: return on assets and return on equity and the independent variables were: earnings per share, net operating profit, bank size, loan size, bank deposits and bank age. The results showed that the return on assets was influenced, respectively, by bank size, loan size and net operating profit, but the return on equity was influenced, respectively, by loan size and earnings per share. |
Keywords and phrases: CAMEL, bank’s profitability, seemingly unrelated regression (SUR).
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