Does co-integration and causal relationship exist between the non-stationary variables for Chinese bank’s profitability? Empirical evidence

Mondher Bellalah, Olivier Levyne and Omar Masood ()
Additional contact information
Omar Masood: THEMA, Universite de Cergy-Pontoise

No 2013-14, THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

Abstract: This study aims to give the analysis of the determinants of banks’ profitability in the Kingdom of China over the period starting 2003. The paper investigates the co-integration and causal relationship between total assets (TA) and total equity (TE) of Saudi banks. The analysis employs Augmented Dickey Fuller (ADF) test, Johansen’s cointegration test, Granger causality test. Analyzing the cointegration and other tests on Saudi Arabian banking sector over the study period, the relationships between the two variables are examined. The empirical results have found strong evidence that the variables are co-integrated.

Keywords: Banking; bank profitability; total assets; total equity; co-integration. (search for similar items in EconPapers)
JEL-codes: E50 F17 F30 F65 G01 G21 (search for similar items in EconPapers)
Date: 2013
New Economics Papers: this item is included in nep-ban, nep-eff, nep-mac and nep-tra
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://thema.u-cergy.fr/IMG/documents/2013-14.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ema:worpap:2013-14

Access Statistics for this paper

More papers in THEMA Working Papers from THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Contact information at EDIRC.
Bibliographic data for series maintained by Stefania Marcassa ( this e-mail address is bad, please contact ).