I'm struggling to find out which statistical test is most appropriate to analyze the impact of negative interest rates on profitability;

Data collected:

Sample - 30 Banks

Yearly data for each variable from year end 2007 to year end 2017 - 10 years

Variables I'm considering are:

Independent - Interest Rate

Dependent - Assets; ROA; ROE; Net Interest Income; Non Interest Income; Loans/assets; Deposit/Assets; NPLs. Based on this, I believe I do not need variables on the liabilities side, but not sure of that?

Should I use Z-score/ T-student or a correlation analysis for this? Or any other test should be more appropriate for this?

Would really appreciate your help.

Thanks

Regards

PM