An extension from network DEA to copula-based network SFA: Evidence from the US commercial banks in 2009

TH Huang, KC Chen, CI Lin - The Quarterly Review of Economics and …, 2018 - Elsevier
The main contribution of network DEA deals with the dual role of deposits in the bank
production process. Deposits are first viewed as an intermediate output, produced by, eg …

The interrupted power law and the size of shadow banking

D Fiaschi, I Kondor, M Marsili, V Volpati - PloS one, 2014 - journals.plos.org
Using public data (Forbes Global 2000) we show that the asset sizes for the largest global
firms follow a Pareto distribution in an intermediate range, that is “interrupted” by a sharp cut …

Evidence from shadow price of equity on “Too-Big-to-Fail” Banks

PW Wilson, S Zhao - Journal of Productivity Analysis, 2022 - Springer
This paper estimates the shadow price of equity for US commercial banks over 2001–2018
using nonparametric local-linear estimators of the underlying cost frontier and tests the …

[PDF][PDF] A bank size and competitive advantage in the UK banking sector

IA Onour, A Assandri, MM Abdo - 2019 - researchgate.net
To investigate the association between return to scale (RTS) and profitability in the United
Kingdom banking sector, we adopted logistic regression analysis, using sample sizes of …

Where are the economies of scale in Canadian banking?

R McKeown - 2017 - ageconsearch.umn.edu
Using a new data set from the Office of the Superintendent of Financial Institutions, I conduct
an in-depth study on cost efficiency and returns to scale (RTS) in Canadian banking. I …

銀行產業效率分析: 網絡隨機邊界模型與其應用

林忠億, 黃台心, 林忠億 - 2016 - nccur.lib.nccu.edu.tw
銀行產業的效率研究中, 網絡資料包絡分析法的顯著貢獻, 在於可處理存款在銀行生產過程所
扮演的雙重角色. 透過一定比例的勞動與實質資本投入創造出存款, 因此 …

[PDF][PDF] ESTIMATION OF RETURNS TO SCALE OF UZBEK COMMERCIAL BANKS

S Khannaev - International Finance and Accounting, 2020 - core.ac.uk
In the article, returns to scale of banks was evaluated by forming translogarithmic cost
function and taking derivative with respect to the main «products» of banks. The analysis of …

Costs, size and returns to scale among Canadian and US commercial banks

R McKeown - 2017 - econstor.eu
I compare returns to scale in the US and Canadian banking system from 1996 to 2015. I
estimate a parametric trans-log cost function and, for robustness, an inputoriented distance …

[PDF][PDF] A bank size and competitive advantage in the UK banking sector. Management and Economics Research Journal, Vol. 5, Article ID 872979, 8 pages

IA Onour, A Assandri, MM Abdo - 2019 - researchgate.net
To investigate the association between return to scale (RTS) and profitability in the United
Kingdom banking sector, we adopted logistic regression analysis, using sample sizes of …

Returns to scale and fire-sales in the Canadian banking system

RJ McKeown - 2017 - search.proquest.com
My dissertation is divided into four parts. Chapter one summarizes and analyzes data on the
Canadian banking system using data from CANSIM and a little used dataset from OSFI. I …