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Evaluating cost and profit efficiency: A comparison of parametric and nonparametric methodologies

Delis, MD, Koutsomanoli-Fillipaki, A, Staikouras, CK and Katerina, G (2009) Evaluating cost and profit efficiency: A comparison of parametric and nonparametric methodologies Applied Financial Economics, 19 (3). pp. 191-202.

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Abstract

The objective of this article is 2-fold. First, it provides an empirical assessment of the cost and profit stochastic frontiers based on a panel dataset of Greek commercial banks over the period 1993 to 2005. Second, on the basis of the same sample, it also compares the most widely used parametric and nonparametric techniques to cost efficiency measurement, namely, the Stochastic Frontier Approach and Data Envelopment Analysis. The results suggest greater similarities between the predictions of cost and profit efficiency methods than between parametric and nonparametric techniques. Such evidence is new in the literature and calls for a more technically level playing field for estimating bank efficiency.

Item Type: Article
Authors :
NameEmailORCID
Delis, MDUNSPECIFIEDUNSPECIFIED
Koutsomanoli-Fillipaki, AUNSPECIFIEDUNSPECIFIED
Staikouras, CKUNSPECIFIEDUNSPECIFIED
Katerina, GUNSPECIFIEDUNSPECIFIED
Date : 2 February 2009
Identification Number : 10.1080/09603100801935370
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 15:15
Last Modified : 16 May 2017 15:15
URI: http://epubs.surrey.ac.uk/id/eprint/818351

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