Showing 1 - 10 of 15
Persistent link: https://www.econbiz.de/10010254707
This paper examines the intensity of competition in 65 national banking industries. Country-level dynamic panel estimates of the persistence of bank profit are reported and compared. Persistence of bank profit is interpreted as an indicator of the intensity of competition, and as such is found...
Persistent link: https://www.econbiz.de/10009292502
This paper uses a variety of structural and non-structural measures (including the Lerner index, Rosse-Panzar H-statistic and Profits-Persistence parameters) to gauge competitive conditions in 11 European banking systems over 1997 to 2008. As in Carbo et al (2009) we find that competition...
Persistent link: https://www.econbiz.de/10010717400
This paper examines the determinants and convergence of bank profitability in eight European Union member countries, between 1992 and 2007, using a dynamic panel model. There is evidence of persistence of abnormal bank profit from one year to the next. Average profitability was higher in banks...
Persistent link: https://www.econbiz.de/10010717402
This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.
Persistent link: https://www.econbiz.de/10011174880
<italic>This study examines the firm size distribution of US banks and credit unions. A truncated lognormal distribution describes the size distribution, measured using assets data, of a large population of small, community-based commercial banks. The size distribution of a smaller but increasingly...</italic>
Persistent link: https://www.econbiz.de/10010972904
National measures of competition and macroeconomic activity have been used by researchers in recent years to explain performance and risk differentials across banks. However, such measures may be inappropriate for banks which operate with a regional focus. In this paper we construct measures of...
Persistent link: https://www.econbiz.de/10010906170
We investigate whether the relationship between competition and risk varies across different types of Japanese banks over the period 2000--2009. The results of our empirical investigation show that risk varies across bank types. Specifically, nationwide (City and Trust) banks are riskier on...
Persistent link: https://www.econbiz.de/10010679819
This paper examines the strength of competition in 65 national banking industries. Country-level dynamic panel estimates of the persistence of bank profit are reported and compared. The persistence of bank profit appears to be weaker for banks in developing countries than for those in developed...
Persistent link: https://www.econbiz.de/10010836977
Persistent link: https://www.econbiz.de/10010066614