Loan Loss Provisions Hypotheses Tests for Banks in the United States

This paper adopts data of 75 United States commercial banks from 2011 to 2018 to test several hypotheses of loan loss provision named income smoothing, capital management, business cycle and bank efficiency hypothesis. Models such as pooled OLS, fixed effects (FE) model, random effects (RE) model, S...

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Bibliographic Details
Main Author: Yue, Zhennan
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2019
Online Access:https://eprints.nottingham.ac.uk/58438/