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    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/49012
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/49012


    Title: 東歐國家銀行業市場結構與競爭程度分析
    Market structure and competitive conditions of the banking industry in Eastern European countries
    Authors: 李維傑
    Contributors: 黃台心
    李維傑
    Keywords: Competition
    Concentration
    Panzar-Rosse Model
    Lerner index
    Contestability
    Date: 2009
    Issue Date: 2010-12-08 01:56:57 (UTC+8)
    Abstract: Eastern European countries have experienced many political upheavals and economic reforms since their declaration of independence of the U.S.S.R. Our study is intended for a series of estimations concerning the market structure of the banking in the Eastern European countries. Besides, we also attempt to assess the transformation of the competitive conditions of the banking industries in these countries. We employ three different methods for the assessment: The Panzar-Rosse Model, the Lerner index and the structural indicators (Concentration Ratio and HHI). We also use quantile regression to estimate the change of the H statistics corresponding to different deciles of the bank revenues beside the standard regression.
    The estimation results of the H statistics and the Lerner indice both indicate the banking markets of the Eastern European countries are characterized as monopolistic competition. Profitable banks in some countries face keener competition in the market. Besides, the Lerner index is affected by some variables, and tends to show the consistent estimation results with the H statistic in general. On the other hand, the structural indicators reveal a descending concentration in most Eastern European countries. However, the comparison between structural and non-structural methods does not support the general view that concentration undermines competition.
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    Description: 碩士
    國立政治大學
    金融研究所
    97352020
    98
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0097352020
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

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