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Does Co-integration and Causal Relationship Exist between the Non- stationary Variables for Chinese Bank’s Profitability? An Empirical Evidence

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  • Omar Masood
  • Priya Darshini Pun Thapa
  • Olivier Levyne
  • Frederic Teulon
  • Rabeb Triki

Abstract

This study aims to give the analysis of the determinants of banks’ profitability in the Kingdom of China over the period 2003-2007. This paper investigates the co-integration and causal relationship between total assets (TA) and total equity (TE) of Chine

Suggested Citation

  • Omar Masood & Priya Darshini Pun Thapa & Olivier Levyne & Frederic Teulon & Rabeb Triki, 2014. "Does Co-integration and Causal Relationship Exist between the Non- stationary Variables for Chinese Bank’s Profitability? An Empirical Evidence," Working Papers 2014-249, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-249
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    Keywords

    banking; bank profitability; total assets; total equity; co-integration;
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