Bank market concentration and efficiency in the European Union: a panel granger causality approach
Download full text from publisher
References listed on IDEAS
- Hasan, Iftekhar & Koetter, Michael & Wedow, Michael, 2009.
"Regional growth and finance in Europe: Is there a quality effect of bank efficiency?,"
Journal of Banking & Finance,
Elsevier, vol. 33(8), pages 1446-1453, August.
- Hasan, Iftekhar & Koetter, Michael & Wedow, Michael, 2009. "Regional growth and finance in Europe : is there a quality effect of bank efficiency?," Research Discussion Papers 13/2009, Bank of Finland.
- Bikker, Jacob A. & Haaf, Katharina, 2002.
"Competition, concentration and their relationship: An empirical analysis of the banking industry,"
Journal of Banking & Finance,
Elsevier, vol. 26(11), pages 2191-2214, November.
- J.A. Bikker & K. Haaf, 2000. "Competition, concentration and their relationship: an empirical analysis of the banking industry," Research Series Supervision (discontinued) 30, Netherlands Central Bank, Directorate Supervision.
- J.A. Bikker & K. Haaf, 2001. "Competition, Concentration and their Relationship: an EmpiricalAnalysis of the Banking Industry," DNB Staff Reports (discontinued) 68, Netherlands Central Bank.
- Blundell, Richard & Bond, Stephen, 1998.
"Initial conditions and moment restrictions in dynamic panel data models,"
Journal of Econometrics,
Elsevier, vol. 87(1), pages 115-143, August.
- R Blundell & Steven Bond, "undated". "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
- Blundell, R. & Bond, S., 1995. "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers 104, Economics Group, Nuffield College, University of Oxford.
- Richard Blundell & Stephen Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
- Juan Fernández De Guevara & Joaquín Maudos, 2007. "Explanatory Factors Of Market Power In The Banking System," Manchester School, University of Manchester, vol. 75(3), pages 275-296, June.
- Joaquin Maudos, 1998.
"Market structure and performance in Spanish banking using a direct measure of efficiency,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 8(2), pages 191-200.
- Joaquín Maudos Villarroya, 1996. "Market structure and performance in Spanish banking using a direct measure of efficiency," Working Papers. Serie EC 1996-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- repec:ebl:ecbull:v:4:y:2007:i:24:p:1-9 is not listed on IDEAS
- Benjamin M. Tabak & Dimas M. Fazio & Daniel O. Cajueiro, 2011. "Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship," Working Papers Series 244, Central Bank of Brazil, Research Department.
- Altunbas, Yener & Marqués, David, 2008.
"Mergers and acquisitions and bank performance in Europe: The role of strategic similarities,"
Journal of Economics and Business,
Elsevier, vol. 60(3), pages 204-222.
- Altunbas, Yener & Marqués-Ibáñez, David, 2004. "Mergers and acquisitions and bank performance in Europe: the role of strategic similarities," Working Paper Series 398, European Central Bank.
- Martin Cihak & Simon Wolfe & Klaus Schaeck, 2006. "Are More Competitive Banking Systems More Stable?," IMF Working Papers 06/143, International Monetary Fund.
- Barbara Casu & Claudia Girardone, 2006. "Bank Competition, Concentration And Efficiency In The Single European Market," Manchester School, University of Manchester, vol. 74(4), pages 441-468, July.
- Schaeck, Klaus & Čihák, Martin, 2008. "How does competition affect efficiency and soundness in banking? New empirical evidence," Working Paper Series 932, European Central Bank.
- Christophe Hurlin & Baptiste Venet, 2008. "Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test," Working Papers halshs-00319995, HAL.
- Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002.
"Unit root tests in panel data: asymptotic and finite-sample properties,"
Journal of Econometrics,
Elsevier, vol. 108(1), pages 1-24, May.
- Tom Doan, "undated". "LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data," Statistical Software Components RTS00242, Boston College Department of Economics.
- Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, vol. 126(1), pages 25-51, May.
- Maudos, Joaquin & de Guevara, Juan Fernandez, 2007. "The cost of market power in banking: Social welfare loss vs. cost inefficiency," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2103-2125, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dima, Bogdan & Dincă, Marius Sorin & Spulbăr, Cristi, 2014. "Financial nexus: Efficiency and soundness in banking and capital markets," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 100-124.
- Abou-Zeinab , Ali, 2013. "Patterns of Bank Credit Allocation and Economic Growth: The Case of Denmark, 1736-2012," Lund Papers in Economic History 131, Lund University, Department of Economic History.
More about this item
KeywordsConcentration; Efficiency; Granger causality; European banks.;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
- L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-20 (All new papers)
- NEP-BAN-2012-02-20 (Banking)
- NEP-COM-2012-02-20 (Industrial Competition)
- NEP-EFF-2012-02-20 (Efficiency & Productivity)
- NEP-EUR-2012-02-20 (Microeconomic European Issues)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ise:isegwp:wp032012. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Vitor Escaria). General contact details of provider: https://aquila1.iseg.ulisboa.pt/aquila/departamentos/EC .