Pokaż uproszczony rekord

dc.contributor.authorIvan, Ionut Cristian
dc.date.accessioned2016-01-08T12:06:17Z
dc.date.available2016-01-08T12:06:17Z
dc.date.issued2015-12
dc.identifier.issn2082-4440
dc.identifier.urihttp://hdl.handle.net/11089/16366
dc.description.abstractSince the emergence of the efficiency frontier techniques, a series of comparisons between the methods that led to the resultant efficiency has been presented. In this paper, data from 99 Japanese banks are used in order to prove the applicability of efficiency frontier analysis on the East-Asian financial system and to reveal the differences between inter and intra-regional banks, showing the effect of the present financial crisis on the efficiency of the studied banks. DEA and FDH are used to determine the technical and scale efficiency of the analyzed banks and also it compares fully efficient banks by ranking them through the super-efficiency notion.pl_PL
dc.description.sponsorshipThis work was co-financed from the European Social Fund through the Sectoral Operational Programme Human Resources Development 2007–2013, project number POSDRU 159/1.5/S/134197 “Performance and excellence in doctoral and postdoctoral research in Romanian economics science domain”.pl_PL
dc.language.isoenpl_PL
dc.publisherUniversity of Lodzpl_PL
dc.relation.ispartofseriesEkonomia Międzynarodowa;12
dc.subjectdata envelopment analysispl_PL
dc.subjectfree disposability hullpl_PL
dc.subjectefficiency frontierpl_PL
dc.subjectdistancepl_PL
dc.subjectfinancial efficiencypl_PL
dc.subjectsuper efficiencypl_PL
dc.titleEfficiency frontier on Japanese banking systempl_PL
dc.typeArticlepl_PL
dc.page.number235-249pl_PL
dc.contributor.authorAffiliationBucharest Academy of Economic Studiespl_PL
dc.identifier.eissn2300-6005
dc.referencesBarros C., Managi S. (2009), Productivity growth and biased technological change: Credit banks in Japan, Journal of International Financial Markets, Institutions and Money, 924–936.pl_PL
dc.referencesBogetoft P., Otto L. (2010), Benchmarking with DEA, SFA and R, Springer, New York.pl_PL
dc.referencesCharnes A., Cooper W.W. (1990), Polyhedral cone-ratio DEA models with an illustrative application to large commercial banks, Journal of Econometrics 46, 73–91.pl_PL
dc.referencesCoelli T., Prasada D.S. (2005), An introduction to efficiency and productivity analysis, Springer.pl_PL
dc.referencesDrake L., Hall M. (2003), Efficiency in Japanese banking: An empirical analysis, Journal of Banking Finance, 891–917.pl_PL
dc.referencesFarell M.J. (1957), The Measurement of Productive Efficiency, Journal of the Royal Statistical Society, 253–290.pl_PL
dc.referencesFethi M., Pasiouras F. (2010), Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey, European Journal of Operational Research, 189–198.pl_PL
dc.referencesFried H., Lovell K., Schmidt S. (2008), The Measurement of Productive Efficiency and Productivity Growth, Oxford University Press.pl_PL
dc.referencesFukuyama H. (1993), Technical and scale efficiency of Japanese commercial banks: A non-parametric approach, Applied Economics 25, 1101–1112.pl_PL
dc.referencesGreene W. (2005), Reconsidering heterogeneity in panel data estimators of the stochastic frontier model, Journal of Econometrics, 269–303.pl_PL
dc.referencesHalkos G., Salamouris D. (2004), Efficiency measurement of the Greek commercial banks with the use of financial ratios: A data envelopment analysis approach, Management Accounting Research 15, 201–224.pl_PL
dc.referencesSimar L., Wilson P. (2008), Inferences from Cross-Sectional Stochastic Frontier Models.pl_PL
dc.referencesSimar L., Cinzia D. (2007), Advanced robust and nonparametric methods in efficiency analysis. Methodology and Applications, Springer Thanassoulis E., Kortelainen M, Allen R., 2012, Improving envelopment in Data Envelopment Analysis under variable returns to scale, European Journal of Operational Research, 175–185.pl_PL
dc.referencesWilson P, Simar L. (2008), Statistical Inference in Nonparametric Frontier Models: Recent Developments and Perspectives.pl_PL
dc.subject.jelC14
dc.subject.jelD24


Pliki tej pozycji

Thumbnail

Pozycja umieszczona jest w następujących kolekcjach

Pokaż uproszczony rekord