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Remarks on bank competition and convergence dynamics

Tsionas, Efthymios G. - In: Journal of risk and financial management : JRFM 13 (2020) 5/101, pp. 1-5

In a recent paper, Karadima and Louri use frontier-based measures of market power and bank competition in an …

Persistent link: https://www.econbiz.de/10012304947

Reply to "Remarks on bank competition and convergence dynamics"

Karadima, Maria; Louri, Helen - In: Journal of risk and financial management : JRFM 13 (2020) 6/127, pp. 1-6

In this reply, we provide detailed answers to the remarks made by Tsionas on the use of stochastic frontier-based measures of market power in a part of our empirical study, which examines the fragmentation and convergence dynamics of market power, concentration and credit risk in the euro area...

Persistent link: https://www.econbiz.de/10012309070

Robust Bayesian inference in stochastic frontier models

Tsionas, Efthymios G. - In: Journal of risk and financial management : JRFM 12 (2019) 4/183, pp. 1-9

We use the concept of coarsened posteriors to provide robust Bayesian inference via coarsening in order to robustify posteriors arising from stochastic frontier models. These posteriors arise from tempered versions of the likelihood when at most a pre-specified amount of data is used, and are...

Persistent link: https://www.econbiz.de/10012171282

Causality between financial development and foreign direct investment in Asian developing countries

Huy Tiet Pham; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-26

This study investigated the linkages between foreign direct investment (FDI) and financial development measured by banks and stock markets in 30 Asian developing countries from 1986 to 2019. We used a bivariate model with Granger causality tests to test the reverse causality between FDI and...

Persistent link: https://www.econbiz.de/10013273400

Self-organising (Kohonen) maps for the Vietnam banking industry

Man Ha; Gan, Christopher; Nguyen, Cuong; Anthony, Patricia - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-18

, to capture market power, and the data enveloped analysis technique to measure bank performance, our result shows … significant differences in Lerner scores (which represent bank market power) of the two groups of banks. Differences in the Lerner … scores provide evidence of a group of strong banks that is isolated from other banks. This implies that this strong bank …

Persistent link: https://www.econbiz.de/10012792367

Editorial for the special issue on commercial banking

Gan, Christopher - In: Journal of risk and financial management : JRFM 13 (2020) 6/111, pp. 1-2

performance, capital regulation, bank competition and foreign bank entry, bank regulation on bank performance, and capital … information asymmetry and consequently increase market efficiency. During the process of information transmission, the bank is … leveraging information asymmetry? This Special Issue includes contribution in empirical methods in banking such risk and bank …

Persistent link: https://www.econbiz.de/10012305098