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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

Intellectual capital and bank risk in Vietnam : a quantile regression approach

Nguyen, Dat T.; Le, Tu D. Q.; Ho, Tin H. - In: Journal of risk and financial management : JRFM 14 (2021) 1/27, pp. 1-15

from 2007 to 2019. The results showed that bank insolvency was positively affected by its value-added intellectual … U-shaped association between intellectual capital and bank risk-taking. Therefore, this study provides important … implications for policymakers, regulators, bank managers and academics that encourage increasing investment in knowledge assets to …

Persistent link: https://www.econbiz.de/10012417101

Capital structure and bank profitability in Vietnam : a quantile regression approach

Le, Tu D. Q.; Nguyen, Dat T. - In: Journal of risk and financial management : JRFM 13 (2020) 8/168, pp. 1-17

We empirically investigate the impact of capital structure on bank profitability using a quantile regression method in … and bank profitability is only significant at the 90th quantile. This is the first study to conclude that the turning … increase in bank capital requirements does not necessarily result in higher bank profitability. …

Persistent link: https://www.econbiz.de/10012322207