Productivity drivers in European banking : country effects, legal tradition and market dynamics

Barros, Carlos Pestana, Caporale, Guglielmo Maria and Abreu, Margarida (2008) Productivity drivers in European banking : country effects, legal tradition and market dynamics. Centre for International Capital Markets discussion papers, 2008 (07). pp. 1-26. ISSN 1749-3412

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Abstract / Description

This paper analyses efficiency drivers of a representative sample of European banks by means of the two-stage procedure proposed by Simar and Wilson (2007). In the first stage, the technical efficiency of banks is estimated using DEA (data envelopment analysis) in order to establish which of them are most efficient. Their ranking is based on total productivity in the period 1993-2003. In the second stage, the Simar and Wilson (2007) procedure is used to bootstrap the DEA scores with a truncated bootstrapped regression. The policy implications of our findings are considered.

Item Type:	Article
Uncontrolled Keywords:	Centre for International Capital Markets discussion papers; CICM discussion papers; European banks; data envelopment analysis; truncated bootstrapped regression
Subjects:	300 Social sciences > 330 Economics
Department:	Guildhall School of Business and Law
Depositing User:	Mary Burslem
Date Deposited:	21 Apr 2015 14:25
Last Modified:	21 Apr 2015 14:25
URI:	https://repository.londonmet.ac.uk/id/eprint/463

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