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loans, we utilize a new indexation mechanism exploiting a detailed bank-level dataset for the period January 2007-April 2020 … demonstrated by dispersion indices. Our empirical design also entails the construction of competition indicators for aggregated and … competition are related to the lower level of lending rate dispersion in housing and vehicle segments in a statistically …
Persistent link: https://www.econbiz.de/10013269368
We develop a novel unified econometric methodology for the formal examination of the market power -- cost efficiency nexus. Our approach can meaningfully accommodate a mutually dependent relationship between the firm's cost efficiency and marker power (as measured by the Lerner index) by...
Persistent link: https://www.econbiz.de/10012922132
This study reviews the existing literature on the determinants of bank-level deposit volatility and is the first to …, bank equity capitalization and funding risk that are identified as further determinants. Besides mapping avenues for future … research, the findings are relevant for bank management since they may help to improve efficiency of risk management routines …
Persistent link: https://www.econbiz.de/10012980154
Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …
Persistent link: https://www.econbiz.de/10013361902
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function cannot be used to infer the degree of competition. Only an unscaled revenue equation yields a valid measure for … findings are confirmed by an empirical analysis of competition in the banking industry, based on a sample covering more than … 110,000 bank-year observations on almost 18,000 banks in 67 countries during the period 1986-2004 …
Persistent link: https://www.econbiz.de/10013039358
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banking sector. We use quarterly time series data for the period 1995-2016. Our analysis also controls for bank factors …
Persistent link: https://www.econbiz.de/10013173802