Risk Based Efficiency of Asian Banks -A Stochastic Approach of Cross Country Studies
Using stochastic cost frontier approach, this dissertation investigate the efficiency of 11 Asian region in the period of 1999-2013 in order to provide the general review of the efficiency in Asian banks. To estimate the stochastic cost frontier, a one-stage model has been adopted to estimate bank-...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
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| Online Access: | https://eprints.nottingham.ac.uk/27563/ |
| _version_ | 1848793394237669376 |
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| author | An, Jiexue |
| author_facet | An, Jiexue |
| author_sort | An, Jiexue |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | Using stochastic cost frontier approach, this dissertation investigate the efficiency of 11 Asian region in the period of 1999-2013 in order to provide the general review of the efficiency in Asian banks.
To estimate the stochastic cost frontier, a one-stage model has been adopted to estimate bank-specific variable, macro-economic variables and risk control variables in the cost frontier.
The empirical result of the cost frontier summarized as below:1) the mean efficiency score of Asian banks is 0.83 ; 2)the most efficient banks is Japanese banks ;3) macroeconomic factors influence the cost efficiency of Asian banks
Key Works: Asian Bank efficiency; Stochastic Frontier Analysis |
| first_indexed | 2025-11-14T18:59:36Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-27563 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T18:59:36Z |
| publishDate | 2014 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-275632017-12-28T23:43:10Z https://eprints.nottingham.ac.uk/27563/ Risk Based Efficiency of Asian Banks -A Stochastic Approach of Cross Country Studies An, Jiexue Using stochastic cost frontier approach, this dissertation investigate the efficiency of 11 Asian region in the period of 1999-2013 in order to provide the general review of the efficiency in Asian banks. To estimate the stochastic cost frontier, a one-stage model has been adopted to estimate bank-specific variable, macro-economic variables and risk control variables in the cost frontier. The empirical result of the cost frontier summarized as below:1) the mean efficiency score of Asian banks is 0.83 ; 2)the most efficient banks is Japanese banks ;3) macroeconomic factors influence the cost efficiency of Asian banks Key Works: Asian Bank efficiency; Stochastic Frontier Analysis 2014 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/27563/1/Jiexue_an%27s_dissertation.pdf An, Jiexue (2014) Risk Based Efficiency of Asian Banks -A Stochastic Approach of Cross Country Studies. [Dissertation (University of Nottingham only)] (Unpublished) |
| spellingShingle | An, Jiexue Risk Based Efficiency of Asian Banks -A Stochastic Approach of Cross Country Studies |
| title | Risk Based Efficiency of Asian Banks
-A Stochastic Approach of Cross Country Studies |
| title_full | Risk Based Efficiency of Asian Banks
-A Stochastic Approach of Cross Country Studies |
| title_fullStr | Risk Based Efficiency of Asian Banks
-A Stochastic Approach of Cross Country Studies |
| title_full_unstemmed | Risk Based Efficiency of Asian Banks
-A Stochastic Approach of Cross Country Studies |
| title_short | Risk Based Efficiency of Asian Banks
-A Stochastic Approach of Cross Country Studies |
| title_sort | risk based efficiency of asian banks
-a stochastic approach of cross country studies |
| url | https://eprints.nottingham.ac.uk/27563/ |