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Portfolio allocation by Greek banks
Journal of Economics and Business - SPOUDAI
View Archive Info| Field | Value | |
| Title |
Portfolio allocation by Greek banks
Portfolio allocation by Greek banks |
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| Creator |
Ανδρικόπουλος, Ανδρέας Α.
Brox, James A. |
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| Subject |
Τράπεζα; Πίστωση
Bank; Credit |
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| Description |
The purpose of this paper is to study the portfolio allocation decisions of Greek banks over the Period 1955 to 1981. The theoretical approach used to derive the demand equations for bank assets is based on a modified version of the Dynamic Generalized Linear Expenditure System. This procedure allows us to calculate both the wealth and interest rate elasticities. We conclude that the Greek banks are relatively sensitive to changes in the various interest rates, with mortgages showing the highest owninterest elasticity. |
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| Publisher |
University of Piraeus
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| Date |
1991-10-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
http://spoudai.unipi.gr/index.php/spoudai/article/view/984
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| Source |
SPOUDAI - Journal of Economics and Business; Vol 41, No 4 (1991); 375-389
2241-424X 1105-8919 |
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| Language |
eng
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| Relation |
http://spoudai.unipi.gr/index.php/spoudai/article/view/984/1063
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| Rights |
Copyright (c) 1991 SPOUDAI - Journal of Economics and Business
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