federiv: Foreign exchange derivatives use by large US bank holding...

federivR Documentation

Foreign exchange derivatives use by large US bank holding companies

Description

a cross-section of 794 banks from 1996 to 2000

Format

a tibble containing:

  • federiv: foreign exchange derivatives use, a dummy

  • optval: option awards

  • eqrat: leverage

  • bonus: bonus

  • ltass: logarithm of total assets

  • linsown: logarithm of the percentage of the total shares outstanding that are owned by officers and directors

  • linstown: logarithm of the percentage of the total shares outstanding that are owned by all institutional investors

  • roe: return on equity

  • mktbk: market to book ratio

  • perfor: foreign to total interest income ratio

  • dealdum: derivative dealer activity dummy

  • div: dividends paid

  • year: year, from 1996 to 2000

  • no_emp: number of employees

  • no_subs: number of subsidiaries

  • no_off: number of offices

  • ceo_age: CEO age

  • gap: 12 month maturity mismatch

  • cfa: ratio of cash flow to total assets

Source

Lee Adkin's home page https://learneconometrics.com/

References

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ADKI:12micsr

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ADKI:CART:SIMP:07micsr


micsr documentation built on May 29, 2024, 7:32 a.m.