Dear all,
I have to do my dissertation about the effect of Bank's liquidity risk on syndicated loan pricing only in the US loan and US Banks. (covering 12-year period)
My dependent variable(y) is loan pricing (interest rate).
My independent variable(x) is bank liquidity risk. (my interest variable)
As I followed some literature, they use Pool OLS with robust standard errors and also added year fix effect as dummy variables.
Because borrower characteristics and loan purpose can affect loan pricing (y), I saw many papers also stated that they control for borrower characteristics and loan purpose.
(borrower characteristics such as assets, profitability, rating and loan purpose is dummy variables)
I am not sure whether my code in Stata for controlling these characteristics is only add all of these as independent variables or not?
My code is
" reg Loanpricing Liquidityrisk borrowercharacteristics loanpurpose i.year, vce(robust)"
Additionally, I am not sure whether I should cluster SE in BankID or add more control or fixed effects.
Please advise and Thank you in advance
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