The Short and Long Term Performance Persistence in the Central European Banking Industry

This article investigates the scale of performance persistence in the Central European banking industry. Contrary to the existing literature, we test not only for the short-term performance persistence but we propose also a novel method of analyzing the long-term persistence. Using an extensive data...

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Main Authors: Krzysztof Jackowicz, Oskar Kowalewski, Łukasz Kozłowski
Format: Article
Language:English
Published: VIZJA University 2011-12-01
Series:Contemporary Economics
Online Access:http://ce.vizja.pl/en/download-pdf/id/224
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author Krzysztof Jackowicz
Oskar Kowalewski
Łukasz Kozłowski
author_facet Krzysztof Jackowicz
Oskar Kowalewski
Łukasz Kozłowski
author_sort Krzysztof Jackowicz
collection DOAJ
description This article investigates the scale of performance persistence in the Central European banking industry. Contrary to the existing literature, we test not only for the short-term performance persistence but we propose also a novel method of analyzing the long-term persistence. Using an extensive dataset, covering the 1992-2009 period, we establish that banks’ results are strongly persistent in two-years sub-periods as well as in the long-run. Moreover, we find that the strength of studied phenomenon is not significantly influenced by the macroeconomic environment, banks size and capital base and country-specific factors.
format Article
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institution Kabale University
issn 2084-0845
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publishDate 2011-12-01
publisher VIZJA University
record_format Article
series Contemporary Economics
spelling doaj-art-6a6ec57e061b4d508d1eb69b628431de2025-08-20T03:33:41ZengVIZJA UniversityContemporary Economics2084-08452011-12-0154125010.5709/ce.1897-9254.25The Short and Long Term Performance Persistence in the Central European Banking IndustryKrzysztof JackowiczOskar KowalewskiŁukasz KozłowskiThis article investigates the scale of performance persistence in the Central European banking industry. Contrary to the existing literature, we test not only for the short-term performance persistence but we propose also a novel method of analyzing the long-term persistence. Using an extensive dataset, covering the 1992-2009 period, we establish that banks’ results are strongly persistent in two-years sub-periods as well as in the long-run. Moreover, we find that the strength of studied phenomenon is not significantly influenced by the macroeconomic environment, banks size and capital base and country-specific factors.http://ce.vizja.pl/en/download-pdf/id/224
spellingShingle Krzysztof Jackowicz
Oskar Kowalewski
Łukasz Kozłowski
The Short and Long Term Performance Persistence in the Central European Banking Industry
Contemporary Economics
title The Short and Long Term Performance Persistence in the Central European Banking Industry
title_full The Short and Long Term Performance Persistence in the Central European Banking Industry
title_fullStr The Short and Long Term Performance Persistence in the Central European Banking Industry
title_full_unstemmed The Short and Long Term Performance Persistence in the Central European Banking Industry
title_short The Short and Long Term Performance Persistence in the Central European Banking Industry
title_sort short and long term performance persistence in the central european banking industry
url http://ce.vizja.pl/en/download-pdf/id/224
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AT oskarkowalewski shortandlongtermperformancepersistenceinthecentraleuropeanbankingindustry
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