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

Ahmet Aysan, Gurdal Ertek and Secil Ozturk

MPRA Paper from University Library of Munich, Germany

Abstract: This paper 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. Our study serves as novel evidence that interbank funds can have adverse effects in an emerging market.

Keywords: Turkish Banking Sector; Interbank Funds; Data Envelopment Analysis; Efficiency; Panel Regression; Cluster Analysis, Two Step Procedure (search for similar items in EconPapers)
JEL-codes: A10 C10 C50 D40 G2 (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:38113

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