EconPapers    
Economics at your fingertips  
 

Economies d?échelle, économies de diversification et efficacité productive des banques luxembourgeoises: une analyse comparative des frontières stochastiques sur données en panel

Abdelaziz Rouabah ()

No 3, BCL working papers from Central Bank of Luxembourg

Abstract: This study analyses productive efficiency in banking and scale and scope economies using stochastic frontier analysis. The European banking sector underwent great changes during the period under study (1995-2000), featuring a marked increase in competition. Empirical results suggest that Luxembourg-based banks in our sample are relatively efficient and that their good performance can in part be explained by independent variables in the cost function and by technological progress. Estimated scale elasticities do not provide evidence in favour of economies of scale. However, test results generally cannot reject the existence of cost-complementarities across the following output pairs: deposits-loans, loans-securities, and deposits-securities.

Keywords: X-efficiency; Stochastic Cost frontier; Banking; Panel data (search for similar items in EconPapers)
JEL-codes: G21 D21 C23 (search for similar items in EconPapers)
Date: 2002-02
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4) Track citations by RSS feed

Downloads: (external link)
http://www.bcl.lu/fr/Recherche/publications/cahiers_etudes/3/BCLWP003.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bcl:bclwop:bclwp003

Access Statistics for this paper

More papers in BCL working papers from Central Bank of Luxembourg
Bibliographic data for series maintained by ().

 
Page updated 2019-09-18
Handle: RePEc:bcl:bclwop:bclwp003