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    題名: 台灣公股銀行的放款行為與景氣循環之關聯性
    Relationship between lending behavior and business cycle of public banks in Taiwan
    作者: 邱唯婷
    Chiu, Wei Ting
    貢獻者: 張興華
    邱唯婷
    Chiu, Wei Ting
    關鍵詞: 公股銀行
    放款
    信用循環
    日期: 2012
    上傳時間: 2013-07-01 17:52:03 (UTC+8)
    摘要:   本研究藉由選舉、政府持有政治力等政治力因素對銀行的借貸行為間的關聯性,透過多元迴歸模型(Multiple regression model) 檢驗,探討台灣的銀行業在不同的景氣循環之下的放款行為的差別。本論文考慮公股銀行受到政治力影響的因素,研究其在景氣循環中放款行為的變化、與在公股銀行可能在金融市場中擔任的角色;最後則嘗試解釋其放款行為變化的原因。
      實證結果顯示在景氣循環的過程中公股銀行相較於民營銀行而言,扮演了平緩信用的腳色。而此行為並不可單純論為公營事業管理人的懶惰行為,其原因值得進一步探討。
    參考文獻: 1. Andrianova, S., Demetriades, P. O., & Shortland, A. (2010). Is Government Ownership of Banks Really Harmful to Growth? SSRN eLibrary.
    2. Beck, T., Cull, R., & Jerome, A. (2005). Bank Privatization and Performance: Empirical Evidence from Nigeria. Journal of Banking & Finance, 29(8-9), 2355-2379.
    3. Berger, A. N., Clarke, G. R. G., Cull, R., Klapper, L., & Udell, G. F. (2005). Corporate governance and bank performance: A Joint Analysis of The Static, Selection, and Dynamic Effects of Domestic, Foreign, and State Ownership. Journal of Banking & Finance, 29(8-9), 2179-2221.
    4. Bonin, J. P., Hasan, I., & Wachtel, P. (2005). Privatization Matters: Bank Efficiency in Transition Countries. Journal of Banking & Finance, 29(8-9), 2155-2178.
    5. Cecchetti, S., Krause, S., 2001. Financial structure, macroeconomic stability and monetary policy. NBER WP 8354.
    6. Demirguc-Kunt, A., & Huizinga, H. (2000). Financial Structure and Bank Profitability. SSRN eLibrary.
    7. Demirgüç-Kunt, A., Huizinga, H., (2000). Determinants of commercial bank interest margins and profitability: some international evidence. World Bank Economic Review 13, 379–408.
    8. Dinc, S., 2005. Politicians and banks: political influences on government-owned banks in emerging countries. Journal of
    9. Kaminsky, G., Reinhart, C.C., Vegh, C., 2005. When it rains it pours: procyclical capital flows and macroeconomic policies. In: Gertler, M., Rogoff, K. (Eds.), NBER Macroeconomics Annual. MIT Press, Cambridge, MA, pp. 11–53.
    10. Farazi, S., Feyen, E. H., & Rocha, R. d. (2011). Bank Ownership and Performance in The Middle East and North Africa Region. SSRN eLibrary.
    11. Financial Economics 77, 453–479.
    12. Galindo, A., & Micco, A. (2004). Do State Owned Banks Promote Growth? Cross-country Evidence for Manufacturing Industries. Economics Letters, 84(3), 371-376.
    13. Galindo, A., Micco, A., Powell, A., 2003, Loyal Lending or Fickle Financing: Foreign Banks in Latin America, mimeo, Inter-
    14. Gavin, M., Perotti, R., 1997. Fiscal policy in Latin. In: Bernanke, B., Rotemberg, J. (Eds.), NBER Macroeconomics Annual. MIT
    15. Guerson, A., 2005, On the Optimality of Procyclical Fiscal Policy when the Government can Default, mimeo, The Word Bank.
    16. Iannotta, G., Nocera, G., & Sironi, A. (2011). The Impact of Government Ownership on Bank Risk Profile and Lending Behaviour. SSRN eLibrary.
    17. Korner, T., & Schnabel, I. (2010). Public Ownership of Banks and Economic Growth─The Role of Heterogeneity. SSRN eLibrary.
    18. La Porta, R., Lopez-De-Silanes, F., & Shleifer, A. (2002). Government Ownership of Banks. Journal of Finance, 57(1), 265-301.
    19. Micco, A., Panizza, U. G., & Yanez, M. (2004). Bank Ownership and Performance. SSRN eLibrary.
    20. Micco, A., Panizza, U., & Yanez, M. (2007). Bank Ownership and Performance. Does Politics Matter? Journal of Banking & Finance, 31(1), 219-241.
    21. Paola, S. (2004). The Effects of Government Ownership on Bank Lending. Journal of Financial Economics, 72(2), 357-384.
    22. Press, Cambridge, MA, pp. 11–61.
    23. 楊蓁海(民94)。我國銀行授信行為與景氣循環的關係:兼論新版巴賽爾資本協定的順循環影響效果暨因應之道,中央銀行季刊,第二十八卷第一期,43-72。
    24. 汪建男、林文琇(民90)。金融監理的順循環問題及其改善對策,國際金融參考資料,第四十七輯,216-225。
    25. 台灣金融教育協會(2010)。2009年暨2010年上半年上市櫃銀行財務績效評比。http://www.beat.org.tw/
    26. 行政院金融監督管理委員會─銀行局(2011)。金融控股公司設立情形表、金融整併及外資入股金融機構情形。http://www.banking.gov.tw/ch/home.jsp?id=330&parentpath=0,8
    27. 趙莊敏、戴德昇(2006)。台灣銀行股權結構、董事會特性與其經營成本效率之相關性研究。台灣金融財務季刊,7(3),95-125。
    28. 許凌瑄(2011)。政府持有銀行之股權是否影響其銀行之績效、放款行為以及風險。銘傳大學企業管理學系碩士班。
    29. 吳親恩(2008)。政治力對金融體系的干預:台灣本土型金融風暴與重建。中央研究院政治學研究所。第47卷4期。
    描述: 碩士
    國立政治大學
    金融研究所
    100352010
    101
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0100352010
    資料類型: thesis
    顯示於類別:[金融學系] 學位論文

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