The influence of risk-taking on bank efficiency: Evidence from Colombia

M Sarmiento, JE Galán - Emerging Markets Review, 2017 - Elsevier
This paper shows evidence on the influence of risk-taking on bank efficiency in emerging
markets and identifies heterogeneity in the way risk affects banks with different …

Credit risk and financial integration: An application of network analysis

M Bhattacharya, JN Inekwe, MR Valenzuela - International Review of …, 2020 - Elsevier
Credit plays a significant role in the performance of the banking sector. This research relates
financial integration to the credit risk of banks. We compute a measure of financial …

A cost system approach to the stochastic directional technology distance function with undesirable outputs: The case of US banks in 2001–2010

E Malikov, SC Kumbhakar… - Journal of Applied …, 2016 - Wiley Online Library
This paper offers a methodology to address the endogeneity of inputs in the directional
technology distance function (DTDF)‐based formulation of banking technology which …

Off-balance sheet activities and scope economies in US banking

J Zhang, E Malikov - Journal of Banking & Finance, 2022 - Elsevier
Propelled by the recent financial product innovations involving derivatives, securitization
and mortgages, commercial banks are becoming more complex, branching out into many …

Does digital financial inclusion matter for bank risk-taking? Evidence from the dual-banking system

H Banna, MR Alam - Journal of Islamic Monetary Economics and Finance, 2021 - jimf-bi.org
This paper examines the nexus between digital financial inclusion (DFI) and levels of bank
risk-taking, using a sample of 283 commercial banks (Islamic and conventional) from six …

An internally consistent approach to the estimation of market power and cost efficiency with an application to US banking

EG Tsionas, E Malikov, SC Kumbhakar - European journal of operational …, 2018 - Elsevier
We develop a novel unified econometric methodology for the formal examination of the
market power–cost efficiency nexus. Our approach can meaningfully accommodate a …

Economies of diversification in the US credit union sector

E Malikov, S Zhao… - Journal of Applied …, 2017 - Wiley Online Library
Significant scale economies have been recently cited to rationalize a dramatic growth in the
US retail credit union sector over the past few decades. In this paper, we explore another …

Improved average estimation in seemingly unrelated regressions

A Mehrabani, A Ullah - Econometrics, 2020 - mdpi.com
In this paper, we propose an efficient weighted average estimator in Seemingly Unrelated
Regressions. This average estimator shrinks a generalized least squares (GLS) estimator …

Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares

MG Tsionas, M Izzeldin - European Journal of Operational Research, 2018 - Elsevier
Estimation of banking efficiency and productivity is essential for regulatory purposes and for
testing various theories in the context of banking such as the quiet life hypothesis, the bad …

Obelix vs. Asterix: Size of US commercial banks and its regulatory challenge

D Restrepo-Tobón, SC Kumbhakar, K Sun - Journal of Regulatory …, 2015 - Springer
Big banks pose substantial costs to society in the form of increased systemic risk and
government bailouts during crises. So the question is: Should regulators limit the size of …