Market risk and efficiencies of the Malaysian banking industry : the post-merger and acquisition
This paper examines the effects of cost and profit efficiencies on post-merger bank market risk. We use Stochastic Frontier Analysis to estimate cost and profit efficiencies, and Value at Risk and Expected Shortfall to calculate the market risks. We measure the effects in panel analysis using data...
Saved in:
| Main Authors: | , , , |
|---|---|
| 格式: | Article |
| 语言: | English |
| 出版: |
Penerbit Universiti Kebangsaan Malaysia
2018
|
| 在线阅读: | http://journalarticle.ukm.my/19620/1/jeko_521-1.pdf http://journalarticle.ukm.my/19620/ https://www.ukm.my/jem/issue/v52i1/ |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
成为第一个发表评论!