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How relevant is the choice of risk management control variable to non-parametric bank profit efficiency analysis? The case of South Korean banks (2015)
Journal Article

Adopting a profit-based approach to the estimation of the technical efficiency of South Korean banks over the 2007Q3 to 2011Q2 period, we systematically analyse, within a non-parametric DEA analysis, how the choice of risk management control variable... Read More about How relevant is the choice of risk management control variable to non-parametric bank profit efficiency analysis? The case of South Korean banks.

How a regulatory capital requirement affects banks’ productivity: an application to emerging economies (2015)
Journal Article

This paper presents a novel approach to measure efficiency and productivity decomposition in the banking systems of emerging economies with a special focus on the role of equity capital. We model the requirement to hold levels of a fixed input, i.e.... Read More about How a regulatory capital requirement affects banks’ productivity: an application to emerging economies.