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Numerous bank productivity studies indicate rapid changes in the structure of the financial services industry and … background of two concepts of performance evaluation – the terms efficiency and productivity, and empirically, the performance … financial institutions. The measurement of bank productivity is of vital importance from both a microeconomic and a …
Persistent link: https://www.econbiz.de/10012178843
This paper proposes a new mutual exciting regime-switching model where crises can spread contagiously across countries. Each country has its own hidden stochastic process that determines whether it is in a normal or crisis regime. The mutual-excitation component allows interactions in the Markov...
Persistent link: https://www.econbiz.de/10013491593
. Further, the paper proposes a simple metric, which is used to identify contagion from one bank to another and identify …
Persistent link: https://www.econbiz.de/10009636520
Persistent link: https://www.econbiz.de/10001399624
most important characteristics of the banking – efficiency and stability in a sample of twelve Ukrainian banks, which are … the biggest one in Ukraine according the National bank of Ukraine (NBU) classification. Our research covers the period … corporate social responsibility concept (CSR) of the following independent variables: 1 – efficiency (as a short term period …
Persistent link: https://www.econbiz.de/10013043030
A numbers of studies focusing on the determinant of the insurance market efficiency haveincreased in the last decade …. In fact, many factors, like the CEO's power, can influence the efficiency in the insurance firm. The purpose of this … research is to analyze the relationship between efficiency, measured by the cost function using the stochastic frontier …
Persistent link: https://www.econbiz.de/10011474418
We study integration among a large sample of 1109 US banks over a quarter-century from 1990–2014. We define a bank … factors. We show that the median US bank's integration has risen from 4.4% in 1990 to 10.1% in 2014. Integration across banks … is highly unevenly distributed, appears to obey a power law and for the median “systemically important” bank …
Persistent link: https://www.econbiz.de/10012961044
continues to rise unabated. Among characteristics associated with integration, we find that bank size is the most significant …
Persistent link: https://www.econbiz.de/10012847580
median US bank's integration has increased significantly post-2005. During the great recession and the Eurozone crisis …, integration levels among US banks display a significant rise over and above their trend. We find that bank size is the most … association with bank integration while the net interest margin and combined tier 1 and tier 2 capital ratio influence bank …
Persistent link: https://www.econbiz.de/10012847596
enhances the incentives of banks to expand within Euroland. Yet, while the currency bias in bank portfolios will be eliminated …
Persistent link: https://www.econbiz.de/10011475635