Ấn phẩm:
ICT as a key determinant of efficiency: A bootstrap-censored quantile regression (BCQR) Analysis for Vietnamese banks
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There is evidence that ICT developments can improve bank efficiency and performance.
Previous studies often employ data envelopment analysis (DEA) to first examine bank performance
and then use a second-stage regression to explain the influences of other environmental factors,
including ICT, on such efficiency. Since DEA efficiency scores are bounded between the (0, 1]
intervals, Tobit and truncated regressions are commonly used in this stage. However, none has
accounted for the skewness characteristic of DEA efficiency. This paper applied a bootstrap-censored
quantile regression (BCQR) approach to triply account for the issues of a small sample (via bootstrap),
bounded intervals (via censored regression), and skewness (via quantile regression) in DEA analysis.
We empirically examined the efficiency and performance of 27 Vietnamese commercial banks in the
2007–2019 period. The efficiency scores derived from our first stage revealed that they are skewed
and thus, justify the use of the BCQR in the second stage. The BCQR results further confirmed that
ICT developments could enhance bank efficiency, which supports the recent policy to restructure the
Vietnamese banking sector toward innovation and digitalization. We also examined the impacts of
other factors such as bank ownership, credit risk, and bank size on efficiency.
Tác giả
Le, D. Q. Tu
[et al.]
Người hướng dẫn
Nơi xuất bản
Nhà xuất bản
Năm xuất bản
2022
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Nhan đề tập
Từ khóa chủ đề
Technology
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URI
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Tệp tin
ICT as a Key Determinant of Efficiency.pdf
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