This paper examines whether there is a causal relationship between bank loans and deposits in the Vietnamese banking system and the efficiency of the use of loans and deposits by the Vietnamese banks. In a country such as Vietnam, where inter-bank money markets are relatively underdeveloped, one...

This paper examines whether there is a causal relationship between bank loans and deposits in the Vietnamese banking system and the efficiency of the use of loans and deposits by the Vietnamese banks. In a country such as Vietnam, where inter-bank money markets are relatively underdeveloped, one...

Retail mortgage rate data for the last 13 years in New Zealand indicates that implied forward mortgage rates have only limited power to predict later spot mortgage rates. The low correlation of the forward rates and the future spot rates may in part arise from thin futures and forward markets in...

This paper explores the extent of efficiency improvements achieved by New Zealand banks over the period 1996 to 2002, using data envelopment analysis (DEA), on a time-series, rather than cross-sectional basis. <p> Evidence is found for improvements in bank efficiency through time, some of which can...</p>

This paper examines the selection of data source and econometric technique for studies of banking efficiency using translog cost functions. We examine the use of Seemingly Unrelated Regression estimation for a cost function, as against estimation using Ordinary Least Squares. Choice of cost data...

This paper was presented at the ISCR seminar 9 July2012 by Dr David Tripe.