Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F17%3A00010879" target="_blank" >RIV/47813059:19520/17:00010879 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1515/danb-2017-0012" target="_blank" >http://dx.doi.org/10.1515/danb-2017-0012</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1515/danb-2017-0012" target="_blank" >10.1515/danb-2017-0012</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks

Popis výsledku v původním jazyce

The aim of the paper is to apply the Window Malmquist index approach to examine the efficiency change of Czech commercial banks within the period 2004-2013. We used the Data Envelopment Analysis and the Window Malmquist index approaches to estimate the efficiency change of Czech commercial banks. The average efficiency computed under the assumption of constant return to scale was 73% and under the assumption of variable return to scale the value was 83%. We estimated the average positive efficiency growth of Czech commercial banks during the period 2004-2013. We found that average scale efficiency was 88%, which means that Czech commerical banks were of an inappropriate size, especially the largest banks.

Název v anglickém jazyce

Application of Window Malmquist Index for Examination of Efficiency Change of Czech Commercial Banks

Popis výsledku anglicky

The aim of the paper is to apply the Window Malmquist index approach to examine the efficiency change of Czech commercial banks within the period 2004-2013. We used the Data Envelopment Analysis and the Window Malmquist index approaches to estimate the efficiency change of Czech commercial banks. The average efficiency computed under the assumption of constant return to scale was 73% and under the assumption of variable return to scale the value was 83%. We estimated the average positive efficiency growth of Czech commercial banks during the period 2004-2013. We found that average scale efficiency was 88%, which means that Czech commerical banks were of an inappropriate size, especially the largest banks.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

DANUBE: Law and Economics Review

ISSN

1804-6746

e-ISSN

—

Svazek periodika

8

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

DE - Spolková republika Německo

Počet stran výsledku

18

Strana od-do

173-190

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-85032913025