Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments
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More about this item
Keywords
Bank Risk Measures; Diversification; Noninterest income; Hausman test; Endogeneity; ARCH-M.;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2009-10-24 (Banking)
- NEP-BEC-2009-10-24 (Business Economics)
- NEP-REG-2009-10-24 (Regulation)
- NEP-RMG-2009-10-24 (Risk Management)
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