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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

Are foreign banks disadvantaged vis-à-vis domestic banks in China?

Liu, Li Xian; Jiang, Fuming; Sathye, Milind; Liu, Hongbo - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-36

banks face the challenges the liability of foreignness brings, but at the same time, they have bank-specific advantages. We … the same amount of location- and bank-specific advantages, they performed badly as compared to their local counterparts …. It was found that the cost of location-based disadvantages outweighed the cost of bank-specific disadvantages for foreign …

Persistent link: https://www.econbiz.de/10012628075

Bank interest rate margin, portfolio composition and institutional constraints

Liu, Li Xian; Sathye, Milind - In: Journal of risk and financial management : JRFM 12 (2019) 3/121, pp. 1-21

This study empirically examines how the bank specific factors, macro-economic, and institutional variables impact … interest margins in China's banking sector. A panel data analysis of bank data for the period 1988-2015 was carried out. We … measure of bank interest margin not used in prior studies. …

Persistent link: https://www.econbiz.de/10012029650