Superimposed are smooth curves fitted using the LOESS method.
Full article "Figure 3 S& P 500 monthly realized volatilities, Jan 1946-Dec 2004.
Research results show that diversification negatively impacts profitability and the higher the diversification, the higher the risk of commercial banks.
However, the more diversified listed banks, the more increased the bank’s stability.
The research is on the relationship between revenue diversification, risk and bank performance using data from audited financial statements and annual reports of 26 commercial banks listed and unlisted in Vietnam during the period 2010–2018.
The research method uses Generalized Method of Moment (GMM) modeling techniques to solve endogenous problems, variance and autocorrelation in the research model.
The banking industry is the most notable exception.
In this sector of the German economy, the global financial meltdown and the sovereign debt crisis in Europe have been of high relevance.
It is semiparametric in the sense that the distributional and functional form of its error component is partially unspecified.The new model extends a related linear nonnegative autoregressive model previously used in the volatility literature by way of a power transformation.It is semiparametric in the sense that [...] Read more.The banks show the weakness and lack of experience of the banking system in developing a reasonable profit transformation model.The revenue diversification of banks is currently passive and moves slowly.