Bibliographic citations
Gálvez, J., (2015). Variables específicas y macroeconómicas con poder explicativo sobre la rentabilidad anormal en el sistema bancario peruano, periodo 2007 – 2012 [Tesis, Universidad Privada Antenor Orrego]. https://hdl.handle.net/20.500.12759/763
Gálvez, J., Variables específicas y macroeconómicas con poder explicativo sobre la rentabilidad anormal en el sistema bancario peruano, periodo 2007 – 2012 [Tesis]. PE: Universidad Privada Antenor Orrego; 2015. https://hdl.handle.net/20.500.12759/763
@misc{renati/1346672,
title = "Variables específicas y macroeconómicas con poder explicativo sobre la rentabilidad anormal en el sistema bancario peruano, periodo 2007 – 2012",
author = "Gálvez Armas, Johanna Elizabeth",
publisher = "Universidad Privada Antenor Orrego",
year = "2015"
}
In this paper, we were aiming to determine the specific and macroeconomic variables with explanatory power on abnormal returns in the Peruvian banking system, trough the years 2007-2012 . To be able to get the results, 4 major private financial institutions were selectecd. Also, the necessary variables for the study were selected trough the SBS. The data collected trough the corresponding financial statements related to the dependent variable: 'Abnormal returns, obtained through the financial profitability of the institutions and the CAPM ' ; was processed using the Eviews Softare. With the gathered information and the final processed data, it was concluded that there is presence of abnormal financial returns and that the determining variables are: liquidity, loan loss provision (PPP ), size (SIZE) , leverage ( APL) , asset liquidity (LIQ ) , management efficiency ( EG) , fee income (ICM ) , overhead costs ( CGE ), accounting conservatism and the variation in rates of long-term interest
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