Relevant literature
| References | Reported period | Subject of research | Methodology to estimate efficiency | Methodology to estimate integration |
|---|---|---|---|---|
| Abidin et al. (2020) | 2017–2018 | Efficiency | DEA, Tobit regression model, Mann–Whitney test | – |
| Alexandrou et al. (2011) | 1990–2005 | Volatility spillovers for bank stock returns | – | Garch models |
| Altunbaş and Chakravarty (1998) | 1988–1995 | Inefficiency | Mean, variance, skewness, gimi coefficient, Theil index | – |
| Badircea et al. (2016) | 2000–2004 | Banking assets flows through Europe | – | Simple linear regression |
| Bos and Schmiedel (2007) | 1993–2004 | Efficiency | SFA | – |
| Carbó Valverde et al. (2007) | 1996–2002 | Cost efficiency | Distribution free approach (DFA) | – |
| Casu and Girardone (2009) | 1997–2003 | Cost efficiency | DEA | β and σ convergence measures |
| Casu and Molyneux (2003) | 1993–1997 | Efficiency | DEA | Tobit regression and bootstrapping |
| Centeno and Mello (1999) | 1985–1994 | Interest rates and bank lending rates | – | The Augmented Dickey Fuller (ADF), the Phillip Perron (PP), and the Kwiatkowski et al. (KPSS) tests |
| Davidovic et al. (2019) | 2006–2015 | Efficiency | DEA | – |
| Dietsch and Lozano-Vivas (2000) | 1988–1992 | Cost efficiency | DFA | – |
| Erdem Demirtaş and Fidan Keçeci (2020) | 2013–2016 | Efficiency of private pension companies | Dynamic DEA and traditional DEA | – |
| Fernández de Guevara et al. (2007) | 1993–2001 | Interest rates | – | σ convergence |
| Fukuyama and Matousek (2017) | 2000–2013 | Banks' network revenue performance | DEA, Simar and Wilson model, Nerlove's revenue inefficiency model | – |
| Grmanová and Ivanová (2018) | 2009, 2013 | Efficiency | DEA | – |
| Henriques et al. (2018) | 2012–2016 | Efficiency | DEA | – |
| Ilut and Chirlesan (2012) | 2002–2010 | Efficiency | DEA, VRS model | – |
| Kösedağ et al. (2011) | 1990–2003 | Efficiency | DEA | – |
| Mamatzakis et al. (2008) | 1998–2003 | Cost and profit efficiency | SFA | β and σ convergence measures |
| Matousek et al. (2015) | 2005–2012 | Cost efficiency | Parametric distance function approach (NPLs) | Phillips and Sul methodology |
| Pastor et al. (1997) | 1992 | Efficiency | DEA | – |
| Rughoo and Sarantis (2014) | 2003–2011 | Deposit and lending rates | – | Phillips and Sul methodology |
| Sander and Kleimeier (2004) | 2000–2002 | Interest rates | – | β and σ convergence measures |
| S,argu and Roman (2012) | 2003–2010 | Efficiency | DEA | – |
| Stavarek (2005) | 2002–2003 | Efficiency | Data envelopment analysis (DEA), CCR model and BCC model | – |
| Weill (2009) | 1994–2005 | Cost efficiency | Stochastic frontier approach (SFA) | β and σ convergence tests |
| Zhang and Matthews (2012) | 1992–2007 | Cost efficiency | DEA | β and σ convergence measures |
| References | Reported period | Subject of research | Methodology to estimate efficiency | Methodology to estimate integration |
|---|---|---|---|---|
| 2017–2018 | Efficiency | DEA, Tobit regression model, Mann–Whitney test | – | |
| 1990–2005 | Volatility spillovers for bank stock returns | – | Garch models | |
| 1988–1995 | Inefficiency | Mean, variance, skewness, gimi coefficient, Theil index | – | |
| 2000–2004 | Banking assets flows through Europe | – | Simple linear regression | |
| 1993–2004 | Efficiency | SFA | – | |
| 1996–2002 | Cost efficiency | Distribution free approach (DFA) | – | |
| 1997–2003 | Cost efficiency | DEA | ||
| 1993–1997 | Efficiency | DEA | Tobit regression and bootstrapping | |
| 1985–1994 | Interest rates and bank lending rates | – | The Augmented Dickey Fuller (ADF), the Phillip Perron (PP), and the Kwiatkowski | |
| 2006–2015 | Efficiency | DEA | – | |
| 1988–1992 | Cost efficiency | DFA | – | |
| 2013–2016 | Efficiency of private pension companies | Dynamic DEA and traditional DEA | – | |
| 1993–2001 | Interest rates | – | ||
| 2000–2013 | Banks' network revenue performance | DEA, Simar and Wilson model, Nerlove's revenue inefficiency model | – | |
| 2009, 2013 | Efficiency | DEA | – | |
| 2012–2016 | Efficiency | DEA | – | |
| 2002–2010 | Efficiency | DEA, VRS model | – | |
| 1990–2003 | Efficiency | DEA | – | |
| 1998–2003 | Cost and profit efficiency | SFA | ||
| 2005–2012 | Cost efficiency | Parametric distance function approach (NPLs) | Phillips and Sul methodology | |
| 1992 | Efficiency | DEA | – | |
| 2003–2011 | Deposit and lending rates | – | Phillips and Sul methodology | |
| 2000–2002 | Interest rates | – | ||
| 2003–2010 | Efficiency | DEA | – | |
| 2002–2003 | Efficiency | Data envelopment analysis (DEA), CCR model and BCC model | – | |
| 1994–2005 | Cost efficiency | Stochastic frontier approach (SFA) | ||
| 1992–2007 | Cost efficiency | DEA |
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