The Dealership Model for Interest Margins: The Case of the Greek Banking Industry

Konstantinos Drakos

Journal of Emerging Market Finance, 2002, vol. 1, issue 1, 75-98

Abstract: In this article we empirically investigate various versions of the Dealership model for Greek commercial banks. In particular, we set out to uncover the banks' net interest margin determinants by controlling for bank-specific characteristics as well as controlling for changes in the macroeconomic environment. The findings indicate that the determination of net interest margins is broadly consistent with the Dealership model. In particular, there is strong evidence supporting the view that default, interest rate and liquidity risks are significant determinants of net interest margins.

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)

Downloads: (external link)
https://journals.sagepub.com/doi/10.1177/097265270200100105 (text/html)

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:sae:emffin:v:1:y:2002:i:1:p:75-98

DOI: 10.1177/097265270200100105

Access Statistics for this article

More articles in Journal of Emerging Market Finance from Institute for Financial Management and Research
Bibliographic data for series maintained by SAGE Publications ().