Assessing the adverse effects of Interbank funds on bank efficiency through using semiparametric and nonparametric methods

Aysan, Ahmet Faruk and Ertek, Gürdal and Öztürk, Seçil (2011) Assessing the adverse effects of Interbank funds on bank efficiency through using semiparametric and nonparametric methods. In: Duygun Fethi, Meryem and Gaganis, Chrysovalantis and Pasiouras, Fotios and Zopounidis, Constantin, (eds.) Financial Services: Efficiency and Risk Management. Nova Science Pub Inc, New York, pp. 41-62. ISBN 1621005607 ; 9781621005605

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Abstract

This chapter investigates the relationship between interbank funds and efficiencies for the commercial banks operating in Turkey between 2001 and 2006. Data Envelopment Analysis (DEA) is executed to find the efficiency scores of the banks for each year, and fixed effects panel data regression is carried out, with the efficiency scores being the response variable. It is observed that interbank funds (ratio) has negative effects on bank efficiency, while bank capitalization and loan ratio have positive, and profitability has insignificant effects. This chapter serves as novel evidence that interbank funds can have adverse effects in an emerging market.

Item Type:	Book Section / Chapter
Uncontrolled Keywords:	Turkish Banking Sector; Interbank Funds; Data Envelopment Analysis; Efficiency; Panel Regression; Cluster Analysis, Two Step Procedure
Subjects:	H Social Sciences > HD Industries. Land use. Labor > HD0041 Competition H Social Sciences > HG Finance > HG1501-3550 Banking H Social Sciences > HB Economic Theory > HB135-147 Mathematical economics. Quantitative methods H Social Sciences > HG Finance H Social Sciences > HG Finance > HG3691-3769 Credit. Debt. Loans T Technology > T Technology (General) > T055.4-60.8 Industrial engineering. Management engineering H Social Sciences > HF Commerce > HF5601 Accounting T Technology > T Technology (General) > T055.4-60.8 Industrial engineering. Management engineering > T57.6-57.97 Operations research. Systems analysis H Social Sciences > HF Commerce > HF4999.2-6182 Business
ID Code:	20278
Deposited By:	Gürdal Ertek
Deposited On:	07 Dec 2012 15:49
Last Modified:	07 Dec 2012 15:49

Available Versions of this Item

Adverse effects of Interbank funds on bank efficiency: evidence from Turkish banking sector. (deposited 19 Oct 2010 11:21)
- Adverse effects of Interbank funds on bank efficiency: evidence from Turkish banking sector. (deposited 24 Jan 2012 14:36)
  - Assessing the adverse effects of Interbank funds on bank efficiency through using semiparametric and nonparametric methods. (deposited 07 Dec 2012 15:49) [Currently Displayed]

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