Cepni, Oguzhan; Demirer, Riza; Gupta, Rangan; Sensoy, Ahmet
(Wiley, 2022-12)
This paper examines the predictive power of interest rate uncertainty over pre-provision net revenues (PPNR) in a large panel of bank holding companies (BHC). Utilizing a linear dynamic panel model based on Bayes predictor, ...