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Credit risk and efficiency in the European banking system: A three-stage analysis

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Cited by:

  1. Valentina Hartarska & Steven B. Caudill & Daniel M. Gropper, 2006. "The Cost Structure Of Microfinance Institutions In Eastern Europe And Central Asia," William Davidson Institute Working Papers Series wp809, William Davidson Institute at the University of Michigan.
  2. Jose Pastor & Lorenzo Serrano, 2006. "The Effect of Specialisation on Banks' Efficiency: An International Comparison," International Review of Applied Economics, Taylor & Francis Journals, vol. 20(1), pages 125-149.
  3. Hadi Ghafoorian & NikIntan Norhan & Mohammed Ndaliman Abubakar & Fazel Mohammadi Nodeh, 2013. "Efficiency Considering Credit Risk in Banking Industry, Using Two-stage DEA," Journal of Social and Development Sciences, AMH International, vol. 4(8), pages 356-360.
  4. Danish Ahmed SIDDIQUI & Qazi Masood AHMED, 2019. "Are institutions a crucial determinant of cross country economic efficiency? A two-stage double bootstrap data envelopment analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(618), S), pages 89-114, Spring.
  5. Kenjegalieva, Karligash & Simper, Richard & Weyman-Jones, Tom & Zelenyuk, Valentin, 2009. "Comparative analysis of banking production frameworks in eastern european financial markets," European Journal of Operational Research, Elsevier, vol. 198(1), pages 326-340, October.
  6. Chih-Ching Yang, 2014. "An enhanced DEA model for decomposition of technical efficiency in banking," Annals of Operations Research, Springer, vol. 214(1), pages 167-185, March.
  7. Jamal Ouenniche & Skarleth Carrales, 2018. "Assessing efficiency profiles of UK commercial banks: a DEA analysis with regression-based feedback," Annals of Operations Research, Springer, vol. 266(1), pages 551-587, July.
  8. Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2010. "Productivity Changes and Risk Management in Indonesian Banking: An Application of a New Approach to Constructing Malmquist Indices," Discussion Paper Series 2010_04, Department of Economics, Loughborough University, revised Feb 2010.
  9. Chiu, Yung-Ho & Chen, Yu-Chuan, 2009. "The analysis of Taiwanese bank efficiency: Incorporating both external environment risk and internal risk," Economic Modelling, Elsevier, vol. 26(2), pages 456-463, March.
  10. Elisa Fusco & Bernardo Maggi, 2016. "Bank Financial world crisis: Inefficiencies and Responsibilities," DSS Empirical Economics and Econometrics Working Papers Series 2016/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  11. Yang, Hongliang & Pollitt, Michael, 2009. "Incorporating both undesirable outputs and uncontrollable variables into DEA: The performance of Chinese coal-fired power plants," European Journal of Operational Research, Elsevier, vol. 197(3), pages 1095-1105, September.
  12. Bernardo Maggi & Marco Guida, 2011. "Modelling non-performing loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy," Empirical Economics, Springer, vol. 41(2), pages 269-291, October.
  13. Avkiran, Necmi K., 2009. "Removing the impact of environment with units-invariant efficient frontier analysis: An illustrative case study with intertemporal panel data," Omega, Elsevier, vol. 37(3), pages 535-544, June.
  14. Chih-Ching Yang, 2010. "Service, investment, and risk management performance in commercial banks," The Service Industries Journal, Taylor & Francis Journals, vol. 32(12), pages 2005-2025, December.
  15. David Hauner, 2005. "Explaining efficiency differences among large German and Austrian banks," Applied Economics, Taylor & Francis Journals, vol. 37(9), pages 969-980.
  16. Zhang, Chunhong & Liu, Haiying & Bressers, Hans Th.A. & Buchanan, Karen S., 2011. "Productivity growth and environmental regulations - accounting for undesirable outputs: Analysis of China's thirty provincial regions using the Malmquist–Luenberger index," Ecological Economics, Elsevier, vol. 70(12), pages 2369-2379.
  17. Chen, Yu-Chuan & Chiu, Yung-Ho & Huang, Chin-Wei & Tu, Chien Heng, 2013. "The analysis of bank business performance and market risk—Applying Fuzzy DEA," Economic Modelling, Elsevier, vol. 32(C), pages 225-232.
  18. Kenjegalieva, Karligash A. & Simper, Richard, 2011. "A productivity analysis of Central and Eastern European banking taking into account risk decomposition and environmental variables," Research in International Business and Finance, Elsevier, vol. 25(1), pages 26-38, January.
  19. Fethi, Meryem Duygun & Pasiouras, Fotios, 2010. "Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey," European Journal of Operational Research, Elsevier, vol. 204(2), pages 189-198, July.
  20. Glass, J.C. & McCallion, G. & McKillop, D.G. & Stringer, K., 2006. "A 'technically level playing-field' profit efficiency analysis of enforced competition between publicly funded institutions," European Economic Review, Elsevier, vol. 50(6), pages 1601-1626, August.
  21. Maria Alberta Oliveira & Carlos Santos, 2005. "Assessing school efficiency in Portugal using FDH and bootstrapping," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 957-968.
  22. Manthos D. Delis & Nikolaos I. Papanikolaou, 2009. "Determinants of bank efficiency: evidence from a semi-parametric methodology," Managerial Finance, Emerald Group Publishing, vol. 35(3), pages 260-275, February.
  23. Wang, Zhaohua & Li, Yi & Wang, Ke & Huang, Zhimin, 2017. "Environment-adjusted operational performance evaluation of solar photovoltaic power plants: A three stage efficiency analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 76(C), pages 1153-1162.
  24. Thu Phan & Kevin Daly & Anh-Tuan Doan, 2018. "The effects of risks and environmental factors on bank cost efficiency: A study in East Asia and Pacific region," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1510719-151, January.
  25. Trevor Fitzpatrick & Kieran McQuinn, 2005. "Labour Cost Efficiency in UK and Irish Credit Institutions," The Economic and Social Review, Economic and Social Studies, vol. 36(1), pages 45-66.
  26. Manlagñit, Maria Chelo V., 2011. "Cost efficiency, determinants, and risk preferences in banking: A case of stochastic frontier analysis in the Philippines," Journal of Asian Economics, Elsevier, vol. 22(1), pages 23-35, February.
  27. Berger, Allen N., 2003. "The efficiency effects of a single market for financial services in Europe," European Journal of Operational Research, Elsevier, vol. 150(3), pages 466-481, November.
  28. Hsiao, Hsing-Chin & Chang, Hsihui & Cianci, Anna M. & Huang, Li-Hua, 2010. "First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1461-1471, July.
  29. Li-Gang Liu & Changchun Hua, 2010. "Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings," Working Papers id:2944, eSocialSciences.
  30. Muneesh Kumar & Padmasai Arora, 2010. "Bank efficiency measurement using alternative techniques of frontier analysis: evidence from India," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 2(1), pages 40-69.
  31. Jose Pastor & Lorenzo Serrano, 2005. "Efficiency, endogenous and exogenous credit risk in the banking systems of the Euro area," Applied Financial Economics, Taylor & Francis Journals, vol. 15(9), pages 631-649.
  32. Chen, Ku-Hsieh, 2012. "Incorporating risk input into the analysis of bank productivity: Application to the Taiwanese banking industry," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1911-1927.
  33. Changchun Hua & Li-Gang Liu, 2010. "Risk-return Efficiency, Financial Distress Risk, and Bank Financial Strength Ratings," Finance Working Papers 22756, East Asian Bureau of Economic Research.
  34. Huang, Wei & Eling, Martin, 2013. "An efficiency comparison of the non-life insurance industry in the BRIC countries," European Journal of Operational Research, Elsevier, vol. 226(3), pages 577-591.
  35. Karligash Kenjegalieva & Richard Simper, 2010. "A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables," Discussion Paper Series 2010_02, Department of Economics, Loughborough University, revised Jan 2010.
  36. Iparraguirre, José Luis & Ma, Ruosi, 2015. "Efficiency in the provision of social care for older people. A three-stage Data Envelopment Analysis using self-reported quality of life," Socio-Economic Planning Sciences, Elsevier, vol. 49(C), pages 33-46.
  37. Avkiran, Necmi K. & Thoraneenitiyan, Nakhun, 2010. "Purging data before productivity analysis," Journal of Business Research, Elsevier, vol. 63(3), pages 294-302, March.
  38. Francesca Pampurini & Anna Grazia Quaranta, 2018. "Sustainability and Efficiency of the European Banking Market after the Global Crisis: The Impact of Some Strategic Choices," Sustainability, MDPI, Open Access Journal, vol. 10(7), pages 1-16, June.
  39. López-Torres, Laura & Prior, Diego, 2013. "Do Parents Perceive The Technical Quality Of Public Schools? An Activity Analysis Approach," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 13(3), pages 39-60.
  40. Alexander Kondeas & Steven Caudill & Daniel Gropper & Jennie Raymond, 2008. "Deregulation and productivity changes in banking: evidence from European unification," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(3), pages 193-197.
  41. Coto-Millán, Pablo & Casares-Hontañón, Pedro & Inglada, Vicente & Agüeros, Manuel & Pesquera, Miguel à ngel & Badiola, Alfonso, 2014. "Small is beautiful? The impact of economic crisis, low cost carriers, and size on efficiency in Spanish airports (2009–2011)," Journal of Air Transport Management, Elsevier, vol. 40(C), pages 34-41.
  42. Avkiran, Necmi K. & Rowlands, Terry, 2008. "How to better identify the true managerial performance: State of the art using DEA," Omega, Elsevier, vol. 36(2), pages 317-324, April.
  43. repec:agr:journl:v:1(618):y:2019:i:1(618):p:89-114 is not listed on IDEAS
  44. Fitzpatrick, Trevor & McQuinn, Kieran, 2004. "Cost Efficiency in UK and Irish Credit Institutions," Research Technical Papers 3/RT/04, Central Bank of Ireland.
  45. Shen, Chung-Hua & Chen, Ting-Hsuan, 2010. "Estimating banking cost efficiency with the consideration of cost management," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 424-435, November.
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