政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/54480
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 113822/144841 (79%)
造访人次 : 51880848      在线人数 : 537
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/54480


    题名: 銀行資本與金融控股體系對銀行放款管道的影響－追蹤資料分析
    The impact of bank capital and financial holding company on the bank lending channel-a panel data analysis
    作者: 郭羿伶
    贡献者: 蕭明福
    郭羿伶
    关键词: 放款管道
    銀行資本
    金融控股體系
    追蹤資料
    貨幣政策
    Lending channel
    Bank capital
    Financial holding company
    Panel data
    Monetary policy
    日期: 2011
    上传时间: 2012-10-30 11:09:37 (UTC+8)
    摘要: 本文以1999年第4季至2011年第3季24家銀行的追蹤資料，分析銀行資本與金融控股體系對銀行放款管道的影響。全體樣本銀行的實證結果顯示，沒有顯著證據支持放款管道的存在。銀行淨值及調整成本對放款有顯著的影響，支持銀行資本管道存在。另外，銀行加入金融控股體系之後，調整成本的影響增加。
    大型銀行樣本的實證結果顯示，大型銀行放款管道的作用不顯著；但是，銀行資本管道呈現顯著影響。小型銀行放款管道及資本管道皆沒有顯著證據支持兩者存在，但非存款負債對小型銀行放款的影響顯著。除此之外，小型銀行在金融控股體系下，短期投資及非存款負債對放款的影響顯著。由此結果可知，大小型銀行皆可藉由資產負債的調整來抵銷貨幣政策的衝擊，維持放款的成長。
    參考文獻: 一、 英文部分

    1.Aliaga-Diaz, R. (2005), “General Equilibrium Implications of the Capital Adequacy Regulation for Banks,” Computing in Economics and Finance No. 238. Society for Computational Economics.

    2.Altunbas, Y., De Bondt, G., and Marqués, D. (2004). “Bank Capital, Bank Lending and Monetary Policy in the Euro Area,” Kredit und Kapital, 4, 443-465.

    3.Bernanke, B. S., and Blinder, A. S. (1989), “Credit, Money, and Aggregate Demand,” NBER Working Paper No. 2534.

    4.Bernanke, B. S., and Gertler, M. (1995), “Inside the Black Box: The Credit Channel of Monetary Policy Transmission,” NBER Working Paper No. 5146.

    5.Berrospide, J., and Edge, R. (2011), “The Effects of Bank Capital on Lending: What Do We Know, and What Does it Mean?” FEDS Working Paper No. 2010-44, Washington DC.

    6.Black, L., Hancock, D., and Passmore, W. (2009), “Core Deposit Funding of Subprime Mortgages and the Effect of Monetary Policy,” Board of Governors of the Federal Reserve System, Washington DC.

    7.Blum, J., and Hellwig, M. (1995), “The Macroeconomic Implications of Capital Adequacy Requirements for Banks,” European Economic Review, 39(3), 739-749.

    8.Brewer III, E. (1990), “The Risk of Banks Expanding Their Permissible Nonbanking Activities,” The Financial Review, 25(4), 517-537.

    9.Concetta Chiuri, M., Ferri, G., and Majnoni, G. (2002), “The Macroeconomic Impact of Bank Capital Requirements in Emerging Economies: Past Evidence to Assess the Future,”
    Journal of Banking and Finance, 26(5), 881-904.

    10.Cosimano, T., andHakura, D. (2011), “Bank Behavior in Response to Basel III: A Cross-Country Analysis,” IMF Working Paper No. 11/119.

    11.Demirgüç-Kunt, A., and Huizinga, H. (2009), “Bank Activity and Funding Strategies: The Impact on Risk and Return,” European Banking Center Discussion Paper No. 2009-01.

    12.Deng, S. E., Elyasiani, E., and Mao, C. X. (2007), “Diversification and the Cost of Debt of Bank Holding Companies,” Journal of Banking and Finance, 31(8), 2453-2473.

    13.Engler, P., Jokipii, T., Merkl, C., Rovira Kaltwasser, P., and Vinhas de Souza, L. (2007), “The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria,” Empirica, 34(5), 411-425.

    14.Hülsewig, O., Mayer, E., and Wollmershäuser, T. (2006), “Bank Loan Supply and Monetary Policy Transmission in Germany: An Assessment Based on Matching Impulse Responses,” Journal of Banking and Finance, 30(10), 2893-2910.

    15.Kakes, J., and Sturm, J. E. (2002), “Monetary Policy and Bank Lending: Evidence from German Banking Groups,” Journal of Banking and Finance, 26(11), 2077-2092.

    16.Kashyap, A. K., and Stein, J. C. (1995). “The Impact of Monetary Policy on Bank Balance Sheets,”Paper presented at the Carnegie-Rochester Conference Series on Public Policy, North-Holland.

    17. Kishan, R. P., and Opiela, T. P. (2000), “Bank size, Bank capital, and the Bank Lending Channel,” Journal of Money, Credit and Banking, 32(1), 121-141.

    18.Kuttner, K. N., and Mosser, P. C. (2002), “The Monetary Transmission Mechanism in the United States: Some Answers and Further Questions,” Bank for International Settlements, BIS Papers (12 part 22), 433-443.

    19.Mishkin, F. S. (1995), “Symposium on the Monetary Transmission Mechanism,” The Journal of Economic Perspectives, 9(4), 3-10.

    20.Morgan, D. P. (1998), “The Credit Effects of Monetary Policy: Evidence Using Loan Commitments,” Journal of Money, Credit and Banking, 30(1), 102-118.

    21. Obi, C. P., and Emenogu, A. (2003), “Bank Holding
    Company Expansion into Nonbank Functions: Is the Rise in Systematic Risk Rewarded?” Managerial Finance, 29(8), 9-22.

    22.Peek, J., and Rosengren, E. (1995), “Bank Regulation and the Credit Crunch,” Journal of Banking and Finance, 19(3), 679-692.

    23.Safaei, J., and Cameron, N. E. (2003), “Credit Channel and Credit Shocks in Canadian Macrodynamics-a Structural VAR Approach,” Applied Financial Economics, 13(4), 267-277.

    24.Suzuki, T. (2004), “Is the Lending Channel of Monetary Policy Dominant in Australia?” Economic Record, 80(249), 145-156.

    25.Templeton, W. K., and Severiens, J. T. (1992), “The Effect of Nonbank Diversification on Bank Holding Company Risk,” Quarterly Journal of Business and Economics, 31(4), 3-17.

    26.Thakor, A. V. (1996), “Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence,” Journal of Finance, 51(1), 279-324.

    27.Van den Heuvel, S. J. (2002), “The Bank Capital Channel of Monetary Policy,” The Wharton School, University of Pennsylvania, mimeo.

    二、中文部分

    1.吳中書、陳建福（2010）， 「台灣信用管道之探討」，《台灣經濟預測與政策》，第41卷1期，頁121-153。
    2.吳懿娟（2004）， 「我國貨幣政策傳遞機制之實證分析」，《中央銀行季刊》，第26卷4期。

    3.汪建南、李光輝（2004）， 「我國貨幣政策操作及傳遞機制之實證分析─兼論銀行信用管道與股票價格管道」，《中央銀行季刊》，第26卷3期。

    4.張瑞娟、欉清全、吳杰聰（2010）， 「台灣貨幣政策與銀行信用之非對稱性效果─動態縱橫資料分析」，《經濟與管理論叢》，第6卷2期，頁229-246。

    5.馮立功（2009）， 「貨幣政策傳遞機制之信用管道─來自臺灣股市證據」，第十屆全國實證經濟學論文研討會。

    6.賴惠子（2002）， 「台灣地區貨幣政策信用傳遞管道之探討」，《經濟研究》，第38卷1期，頁57-95。
    描述: 碩士
    國立政治大學
    經濟學系
    99258008
    100
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0992580081
    数据类型: thesis
    显示于类别:[經濟學系] 學位論文

    文件中的档案:

    档案 大小格式浏览次数
    008101.pdf1429KbAdobe PDF2798检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈