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Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/5133

Title: Identification of segments of European banks with a latent class frontier model
Authors: Barros, CP
Caporale, GM
Gil-Alana, LA
Keywords: European banking
Latent class frontier model
Technical efficiency
Publication Date: 2007
Publisher: Brunel University
Citation: Economics and Finance Working Paper, Brunel University, 07-19
Abstract: This paper analyses technical efficiency of European banks over the period 1996-2003 with unbalanced panel data techniques. A latent class frontier model is used which allows the identification of different segments in the production frontier. We find that there are three statistically significant segments in the sample. Therefore, we conclude that no common banking policy can be effective for all the banks included in the sample, and that banking policies by segments are required instead.
URI: http://bura.brunel.ac.uk/handle/2438/5133
Appears in Collections:Economics and Finance
Dept of Economics and Finance Research Papers

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