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Performance and Merton-type default risk of listed banks in the EU : a panel VAR approach

Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - In: Journal of banking & finance 33 (2009) 11, pp. 2050-2061

Persistent link: https://www.econbiz.de/10003892209

A quantile regression approach to bank efficiency measurement

Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - In: Efficiency and productivity growth : modelling in the …, (pp. 253-266). 2013

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Efficiency under quantile regression : what is the relationship with risk in the EU banking industry?

Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - In: Review of financial economics : RFE 20 (2011) 2, pp. 84-95

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Does labour regulation affect technical and allocative efficiency? : evidence from the banking industry

Mamatzakis, Emmanuel C.; Tsionas, Efthymios G.; … - In: Journal of banking & finance 61 (2015), pp. 84-98

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Efficiency and productivity growth in the banking industry of Central and Eastern Europe

Koutsomanoli-Filippaki, Anastasia; Margaritis, Dimitris; … - In: Journal of banking & finance 33 (2009) 3, pp. 557-567

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A Quantile Regression Approach to Bank Efficiency Measurement

Koutsomanoli-Filippaki, Anastasia - 2012

This Chapter presents an application of quantile regression analysis in estimating the cost efficiency of 1,520 commercial banks operating in 73 countries during 2000-2006. This approach allows us to estimate banks' cost function for various quantiles of the conditional distribution and to...

Persistent link: https://www.econbiz.de/10013100191