Credit risk and efficiency in the European banking system: A three-stage analysis

By J. Pastor. 2002

134 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/41d997d6158225e338f6f860e642f6d5626d3d98

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Matthaios D. Delis
2. Nikolaos I. Papanikolaou

In Management Science and Operations Research

1. Matthaios D. Delis
2. Nikolaos I. Papanikolaou
3. Rami Zeitun

Citations in the corpus

• Incorporating both undesirable outputs and uncontrollable variables into DEA: The performance of Chinese coal-fired power plants (2009, unknown): “The models used include the basic model, the one-stage model, the two-stage model, the three-stage model and the four-stage model, following the characterisation offered in Pastor (2002).”
• International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis (2007, unknown): “…providing cross-country comparisons of efficiency, and considering the advantages of the two-stage procedure mentioned by Coelli et al. (1999) and Pastor (2002) we decided to follow this approach. variables are common to sub-sets of individuals; it can accommodate both continuous and categorical…”
• Determinants of bank efficiency: evidence from a semi‐parametric methodology (2009, methodology): “Finally, following the literature (Maudos et al., 2002; Pastor, 2002; Angelini and Cetorelli, 2003), the second-stage analysis includes some macroeconomic countryspecific variables, namely the ratio of total investment to GDP (invgdp) as a proxy for fluctuations in economic activity, and a short-ter”
• Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2010, unknown): “Finally, Pastor (2002), Drake et al. (2006), Avkiran (2009b) and Thoraneenitiyan and Avkiran (2009) adjust the bank efficiency scores for risk and/or external environmental factors, using a multi-stage DEA.”
• Explaining efficiency differences among large German and Austrian banks (2004, unknown): “Pastor (2002) finds average efficiency of 42% for the German banks in a study of several European markets with a model that includes credit risk and environmental variables.”