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Croatian Economic Survey, Vol. 20 No. 1, 2018.

Izvorni znanstveni članak
https://doi.org/10.15179/ces.20.1.1

Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments

Arben Mustafa   ORCID icon orcid.org/0000-0002-1489-2973 ; University “Kadri Zeka”, Faculty of Economics, Gjilan, Republic of Kosovo
Valentin Toçi   ORCID icon orcid.org/0000-0003-1062-918X ; University of Prishtina “Hasan Prishtina”, Faculty of Economics, Prishtina, Republic of Kosovo

Puni tekst: engleski, pdf (945 KB) str. 5-36 preuzimanja: 666* citiraj
APA 6th Edition
Mustafa, A. i Toçi, V. (2018). Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments. Croatian Economic Survey, 20 (1), 5-36. https://doi.org/10.15179/ces.20.1.1
MLA 8th Edition
Mustafa, Arben i Valentin Toçi. "Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments." Croatian Economic Survey, vol. 20, br. 1, 2018, str. 5-36. https://doi.org/10.15179/ces.20.1.1. Citirano 29.11.2021.
Chicago 17th Edition
Mustafa, Arben i Valentin Toçi. "Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments." Croatian Economic Survey 20, br. 1 (2018): 5-36. https://doi.org/10.15179/ces.20.1.1
Harvard
Mustafa, A., i Toçi, V. (2018). 'Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments', Croatian Economic Survey, 20(1), str. 5-36. https://doi.org/10.15179/ces.20.1.1
Vancouver
Mustafa A, Toçi V. Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments. Croatian Economic Survey [Internet]. 2018 [pristupljeno 29.11.2021.];20(1):5-36. https://doi.org/10.15179/ces.20.1.1
IEEE
A. Mustafa i V. Toçi, "Banking Sector Competition in the Panzar-Rosse Framework and Net Interest Margins: An Empirical Analysis Using the General Method of Moments", Croatian Economic Survey, vol.20, br. 1, str. 5-36, 2018. [Online]. https://doi.org/10.15179/ces.20.1.1

Sažetak
This paper provides empirical evidence on the determinants of net interest margins in Central, Eastern, and Southeastern European countries (CESEE) during the period 1999–2009, with a particular focus on the relationship between banking sector competition and net interest margins. Using country-level Panzar-Rosse H-statistic estimates as a measure of competition, and the General Method of Moments, it has been determined that banking sector competition had a negative impact on net interest margins. In order to check for consistency, alternative measures of competition, such as the Lerner index and the Herfindahl-Hirschman index, have also been used. The results appear consistent and suggest that higher market power is associated with higher interest margins. A number of interactions have been used to check for the impact of competition when interacted with other variables. The study also provides evidence on the impact of other bank-specific, macroeconomic, and institutional variables on net interest margins.

Ključne riječi
bank competition; net interest margins; Panzar-Rosse H-statistic; General Method of Moments

Hrčak ID: 203166

URI
https://hrcak.srce.hr/203166

Posjeta: 1.195 *