Title:

Persistence in the Banking Industry: Fractional Integration and Breaks in Memory

Authors:

Uwe Hassler (U Frankfurt)
Paulo M. M. Rodrigues (Bank of Portugal, U Nova)
Antonio Rubia (U Alicante)

Journal:

Journal Of Empirical Finance

Year:

2014

Volume:

29

Pages:

95-112

JEL codes:

F34 - International Lending and Debt Problems
G15 - International Financial Markets
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure