Showing 1 - 10 of 18
Persistent link: https://www.econbiz.de/10012026283
This paper examines the relationship between the efficiency of China banks and its share price performance. Our analysis consists of three parts. First, we calculate the annual share price returns of the banks for each year between 1997 and 2006. Then we employ the data envelopment analysis...
Persistent link: https://www.econbiz.de/10009352397
By employing the data envelopment analysis (DEA) method, this paper examines the impact of risks on China banks' technical and scale efficiency estimates. To do so, we follow the procedures set out by Drake and Hall (2003) to include risk factor as a non-discretionary input variable. The results...
Persistent link: https://www.econbiz.de/10010669293
In the mid-1990s, the East Asian countries experienced severe financial crisis that were followed by deep economic downturns. A variety of methodologies have been used to understand the nature of the Asian financial crisis. However, the impact of the 1997 Asian financial crisis on the efficiency...
Persistent link: https://www.econbiz.de/10008464391
The paper attempts to investigate the long-term trend in the efficiency of the Chinese banking sector over the period 1997-2006 by employing the Data Envelopment Analysis (DEA) window analysis method. We find that the small banks have exhibited the lowest mean technical efficiency compared to...
Persistent link: https://www.econbiz.de/10008464398
This paper examines the impact of non-traditional activities on the China banking sector's technical and scale efficiency during the post-reform period 2000-2005. The paper follows the procedures set by Isik and Hassan (2003) by omitting the off-balance sheet items first, before adding it as an...
Persistent link: https://www.econbiz.de/10008563440
Purpose – The purpose of this paper is to provide new empirical evidence on the impact of credit risk on China banks' total factor productivity. Design/methodology/approach – The paper employs the Malmquist Productivity Index (MPI) which allows for the examination of five different indices:...
Persistent link: https://www.econbiz.de/10014694473
By employing the Data Envelopment Analysis (DEA) method, the present paper investigates the performance of the Malaysian banking sector around the Asian financial crisis with the emphasis on the domestic vs. foreign banks debate. The results suggest that the foreign banks have exhibited higher...
Persistent link: https://www.econbiz.de/10008538653
By employing the Malmquist Productivity Index (MPI) method, this paper attempts to examine the impact of Off-Balance Sheet (OBS) items on Chinese banks' total factor productivity. The results suggest that state-owned, joint stock and city commercial banks have exhibited lower Total Factor...
Persistent link: https://www.econbiz.de/10008539436
Persistent link: https://www.econbiz.de/10004995490