Efficiency of the European banks in the aftermath of the financial crisis: A panel stochastic frontier approach
Download full text from publisher
References listed on IDEAS
- Athanasoglou, Panayiotis P. & Brissimis, Sophocles N. & Delis, Matthaios D., 2008.
"Bank-specific, industry-specific and macroeconomic determinants of bank profitability,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 18(2), pages 121-136, April.
- Athanasoglou, Panayiotis & Brissimis, Sophocles & Delis, Matthaios, 2005. "Bank-specific, industry-specific and macroeconomic determinants of bank profitability," MPRA Paper 32026, University Library of Munich, Germany.
- Panayiotis P. Athanasoglou & Sophocles N. Brissimis & Matthaios D. Delis, 2005. "Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability," Working Papers 25, Bank of Greece.
- Weill, Laurent, 2009.
"Convergence in banking efficiency across European countries,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 19(5), pages 818-833, December.
- Laurent Weill, 2008. "Convergence in Banking Efficiency Across European Countries," Working Papers of LaRGE Research Center 2008-07, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- João Oliveira, 2017. "Inefficiency Distribution of the European Banking System," Working Papers w201712, Banco de Portugal, Economics and Research Department.
- Apergis, Nicholas, 2015. "Competition in the banking sector: New evidence from a panel of emerging market economies and the financial crisis," Emerging Markets Review, Elsevier, vol. 25(C), pages 154-162.
- Paolo Guarda & Abdelaziz Rouabah & Michael Vardanyan, 2013. "Identifying bank outputs and inputs with a directional technology distance function," Journal of Productivity Analysis, Springer, vol. 40(2), pages 185-195, October.
- Jacob A. Bikker & Sherrill Shaffer & Laura Spierdijk, 2012.
"Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium,"
The Review of Economics and Statistics,
MIT Press, vol. 94(4), pages 1025-1044, November.
- Jacob A. Bikker & Sherrill Shaffer & Laura Spierdijk, 2009. "Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium," CAMA Working Papers 2009-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jacob Bikker & Sherrill Shaffer & Laura Spierdijk, 2009. "Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium," DNB Working Papers 225, Netherlands Central Bank, Research Department.
- J.A. Bikker & S. Shaffer & L. Spierdijk, 2009. "Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium," Working Papers 09-27, Utrecht School of Economics.
- Matej Kuc, 2018. "Cost Efficiency of European Cooperative Banks," Working Papers IES 2018/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2018.
- Jean-Philippe Boussemart & Hervé Leleu & Zhiyang Shen & Michael Vardanyan & Ning Zhu, 2017. "Decomposing banking performance into economic and risk management efficiencies," Working Papers 2017-EQM-09, IESEG School of Management.
- Altunbas, Y. & Gardener, E. P. M. & Molyneux, P. & Moore, B., 2001. "Efficiency in European banking," European Economic Review, Elsevier, vol. 45(10), pages 1931-1955, December.
- Joseph Hughes & Choon-Geol Moon, 2017.
"How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?),"
Departmental Working Papers
201709, Rutgers University, Department of Economics.
- Joseph Hughes & Choon-Geol Moon, 2018. "How Bad Is a Bad Loan? Distinguishing Inherent Credit Risk from Inefficient Lending (Does the Capital Market Price This Difference?)," Departmental Working Papers 201802, Rutgers University, Department of Economics.
- Ana Lozano-Vivas & Subal Kumbhakar & Meryem Fethi & Mohamed Shaban, 2011. "Consolidation in the European banking industry: how effective is it?," Journal of Productivity Analysis, Springer, vol. 36(3), pages 247-261, December.
- H. Semih Yildirim & George Philippatos, 2007. "Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000," The European Journal of Finance, Taylor & Francis Journals, vol. 13(2), pages 123-143.
- repec:ecb:fsrart:2015:0001:2 is not listed on IDEAS
- Yung-Ho Chiu & Yu-Chuan Chen & Xue-Jie Bai, 2011. "Efficiency and risk in Taiwan banking: SBM super-DEA estimation," Applied Economics, Taylor & Francis Journals, vol. 43(5), pages 587-602.
- Jondrow, James & Knox Lovell, C. A. & Materov, Ivan S. & Schmidt, Peter, 1982. "On the estimation of technical inefficiency in the stochastic frontier production function model," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 233-238, August.
- Casu, Barbara & Girardone, Claudia & Molyneux, Philip, 2004. "Productivity change in European banking: A comparison of parametric and non-parametric approaches," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2521-2540, October.
- Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November.
- Bos, J.W.B. & Schmiedel, H., 2007.
"Is there a single frontier in a single European banking market?,"
Journal of Banking & Finance,
Elsevier, vol. 31(7), pages 2081-2102, July.
- Bos, Jaap W. B. & Schmiedel, Heiko, 2006. "Is there a single frontier in a single European banking market?," Working Paper Series 701, European Central Bank.
- Resti, Andrea, 1997. "Evaluating the cost-efficiency of the Italian Banking System: What can be learned from the joint application of parametric and non-parametric techniques," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 221-250, February.
- Nicholas Apergis & Effrosyni Alevizopoulou, 2011. "Bank Efficiency: Evidence from a Panel of European Banks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(3), pages 329-341, September.
- Francesco Aiello & Graziella Bonanno, 2013.
"Profit and cost efficiency in the Italian banking industry (2006-2011),"
Economics and Business Letters,
Oviedo University Press, vol. 2(4), pages 190-205.
- Aiello, Francesco & Bonanno, Graziella, 2013. "Profit and cost efficiency in the Italian banking industry (2006-2011)," MPRA Paper 48940, University Library of Munich, Germany.
- E. Mamatzakis, 2015. "Risk and efficiency in the Central and Eastern European banking industry under quantile analysis," Quantitative Finance, Taylor & Francis Journals, vol. 15(3), pages 553-567, March.
- Colesnic, Olga & Kounetas, Kostas & Polemis, Michael, 2018. "Estimating risk efficiency in MiddleEast banks before and after the crisis.A Metafrontier framework," MPRA Paper 84795, University Library of Munich, Germany.
- Battese, G E & Coelli, T J, 1995. "A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data," Empirical Economics, Springer, vol. 20(2), pages 325-332.
- Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
More about this item
KeywordsBank efficiency; Stochastic Frontier Analysis; EU banking sector; Brexit;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2019-05-20 (Banking)
- NEP-BEC-2019-05-20 (Business Economics)
- NEP-EEC-2019-05-20 (European Economics)
- NEP-EFF-2019-05-20 (Efficiency & Productivity)
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:remwps:wp0842019. 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: (Sandra Araújo). General contact details of provider: https://rem.rc.iseg.ulisboa.pt/ .