| federiv {micsr} | R 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
Adkins LC (2012). “Testing parameter significance in instrumental variables probit estimators: some simulation.” Journal of Statistical Computation and Simulation, 82(10), 1415-1436.
Adkins LC, Carter DA, Simpson WG (2007). “Managerial Incentives And The Use Of ForeignâExchange Derivatives By Banks.” Journal of Financial Research, 30(3), 399-413.