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Applied Economics Letters Volume 17, 2010 - Issue 18
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Original Articles

Declining cost efficiency as a signal of increasing bank vulnerability: an entropy-based approach

Lakshmi Balasubramanyan Department of Finance, Indiana State University, Donald Scott College of Business, Terre Haute, IN, 47809, USACorrespondence[email protected]
,
Spiro E. Stefanou Department of Agricultural Economics and Rural Sociology, The Pennsylvania State University, University Park, PA, 16802, USA; Business Economics Group, Wageningen University, Hollandseweg, 1, 6706, KN, The Netherlands
&
Jeffrey Stokes Department of Finance, College of Business Administration, University of Northern Iowa, Cedar Falls, IA 50614, USA
Pages 1769-1781 | Published online: 21 Apr 2010

References

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  • Goodhart, C. and Persaud, A. (2008) How to avoid the next crash, Financial Times. Available atLondon http://www.ft.com, (http://www.ft.com,) (Accessed: 16 October 2009 ).
  • Grigorian , D.A. and Manole , V. 2006 . Determinants of commercial bank performance in transition: an application of data envelopment analysis . Comparative Economic Studies , 48 : 497 – 522 .
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  • Resti , A. 1997 . Evaluating the cost-efficiency of the Italian Banking System: what can be learned from the joint application of parametric and non-parametric techniques . Journal of Banking and Finance , 21 : 221 – 50 .
  • Sengupta , J. 1994 . Information theory approach in efficiency measurement . Applied Stochastic Models and Data Analysis , 10 : 91 – 102 .

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