Are more competitive banking systems more stable? /

This paper provides the first empirical analysis of the cross-country relationship between a direct measure of competitive conduct of financial institutions and banking system fragility. Using the Panzar and Rosse H-Statistic as a measure for competition in 38 countries during 1980-2003, we present...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Schaeck, Klaus (Autor), Čihák, Martin (Autor), Wolfe, Simon (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, Research Dept., ©2006.
Colección:IMF working paper ; WP/06/143.
Temas:
Banks and banking.
Bank management.
Competition > Econometric models.
Banks and banking > Econometric models.
Compétitivité (Économie) > Modèles économétriques.
Banques > Modèles économétriques.
Banques > Gestion.
Competition > Econometric models
Banks and banking > Econometric models
Bank management
Banks and banking
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Contents
  • I. INTRODUCTION
  • II. LITERATURE REVIEW
  • A. Competition and Concentration
  • B. Concentration and Stability
  • C. Competition and Stability
  • D. Regulation, Supervision and Stability
  • III. METHODOLOGY
  • A. Duration Analysis
  • B. Logistic Probability Analysis
  • C. Panzar and Rosse (1987) H-Statistic
  • IV. DATA AND SUMMARY STATISTICS
  • V. REGRESSION RESULTS
  • A. Main Results
  • B. Robustness Tests
  • C. Competitiveness, Regulation and Systemic Crises
  • VI. CONCLUDING REMARKS
  • DEFINITIONS OF VARIABLES AND DATA SOURCES

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