Nonlinearities between bank stability and income diversification: A dynamic network data envelopment analysis approach

作者：

Highlights：

• A three stage dynamic network slacks-based measure model to assess bank stability.

• The PSTR model is accurate for testing nonlinear relationships.

• Overall negative nonlinear link between bank stability and income diversification.

• We highlight the “dark side” of overdiversification.

摘要

•A three stage dynamic network slacks-based measure model to assess bank stability.•The PSTR model is accurate for testing nonlinear relationships.•Overall negative nonlinear link between bank stability and income diversification.•We highlight the “dark side” of overdiversification.

论文关键词：Income diversification,Bank financial stability,Data envelopment analysis,Slacks-based measure model,Nonlinear,Panel smooth transition regression model

论文评审过程：Received 27 April 2021, Revised 8 April 2022, Accepted 4 June 2022, Available online 8 June 2022, Version of Record 1 July 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.117776