English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 93779/124226 (75%)
Visitors : 28845331      Online Users : 453
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/79196
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/79196


    Title: 大陸與台灣地區商業銀行成本效率比較研究 ─基於DEA模型和Meta-frontier成本函數
    The Comparative Study of Cost Efficiency of Mainland and Taiwan Commercial Banks ──An Empirical Analysis Based on DEA Model and Meta-frontier Cost Function
    Authors: 林雨楨
    Lin, Yu Zhen
    Contributors: 廖四郎
    Liao, Si Lang
    林雨楨
    Lin, Yu Zhen
    Keywords: 商業銀行
    成本效率
    數據包絡分析法
    共同邊界成本函數
    Commercial bank
    Cost efficiency
    Data envelopment analysis
    Meta-frontier cost function
    Date: 2015
    Issue Date: 2015-11-02 14:47:57 (UTC+8)
    Abstract: 隨著台海兩岸經貿往來密切,發展迅速,客觀上對銀行業提出了許多服務要求,為兩岸金融業的合作提供了廣闊的空間。本文通過採用數據包絡分析法和共同邊界成本函數比較分析了兩岸商業銀行的成本結構及效率差異,實證結果表示大陸商業銀行的成本效率要高於台灣銀行。對這一結果的可能性解釋是大陸銀行的資產規模要遠高於台灣銀行。銀行總資產越高,其獲取低投入要素價格的市場能力越強,因此生產成本更低,成本效率更高。台灣和大陸商業銀行有必要發揮自身的優勢,通過各種方式和渠道,加快兩岸銀行界合作的進程。
    With cross-strait rapid economic development and trade exchanges, huge business investments have induced a great demand for financial services and provided a broad space for cross-strait cooperation. This paper adopts data envelopment analysis and meta-frontier cost function to compare and analyze the different cost structure and efficiency of mainland and Taiwan commercial banks. The empirical results reveal that cost efficiency of mainland commercial banks is higher than Taiwanese ones, which is maybe caused by the larger bank size and total assets. The larger the size of banks, the higher the market power for reaping the benefits of low input prices, thereby resulting in a lower cost of production and a higher cost efficiency. It is necessary for mainland and Taiwan commercial banks to develop their own strengths to accelerate the process of cross-strait cooperation in the banking sector through various means and channels.
    Reference: 吳濟華、何柏正,(2008)。組織效率與生產力評估:資料包絡分析法。台灣:前程文化。
    徐傳諶、齊樹天,(2007)。中國商業銀行X-效率實證研究。經濟研究,3,35﹣43。
    黃柏翔,2011。《兩岸財富管理市場發展之研究》。台灣:國立政治大學金融系。
    蘇飛,2012。《中國商業銀行成本效率分析》。中國:安徽大學。
    Afriat, S.N. (1972). Efficiency Estimation of Production Functions. International Economic Review, 13, 568-598.
    Aigner, D.J. and S.F. Chu (1968). On Estimating the Industry Production Function American Economic Review, 58, 826-839.
    Banker, R.D., A. Charnes and W.W. Cooper (1984). Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis. Management Science, 30, 1078-1092.
    Berger, A.N. and D.B., Humphrey (1997). Efficiency of financial institutions: International survey and directions for future research. European Journal of Operational Research, 98, 175-212.
    Berger, A.N. (2007). International comparisons of banking efficiency. Financial Markets, Institutions & Instruments, 16, 119-144.
    Boles, J.N. (1966). Efficiency Squared – Efficiency Computation of Efficiency Indexes. Proceedings of the 39th Annual Meeting of the Western Farm Economics Association, pp. 137-142.
    Bos J.W.B. and H. Schmiedel (2007). Is there a single frontier in a single European banking market? J Bank Finance, 31, 2081-2102.
    Charnes, A., W.W. Cooper and E. Rhodes (1978). Measuring the Efficiency of Decision Making Units. European Journal of operational Research, 2, 429-444.
    Chen K.H. and H.Y. Yang (2011). A cross-country comparison of productivity growth using the generalized metafrontier Malmquist productivity index: with application to banking industries in Taiwan and China. J Prod Anal, 35, 197-212.
    Coelli, T.J., D.S.P. Rao, C.J. O’Donnell and G.E. Battese. (2005). An Introduction to Efficiency and Productivity Analysis, New York: Springer Science + Business Media, Inc.
    Fa ̈re, R., S. Grosskopf and J. Logan (1983). The Relative Efficiency of Illinois Electric Utilities. Resources and Energy, 5, 349-367.
    Farrell, M.J. (1957). The Measurement of Productive Efficiency. Journal of the Royal Statistical Social, Series A, CXX, Part 3, 253-290.
    Fu X.Q. and S. Heffernan (2007). Cost X-efficiency in China’s Banking Sector. China Economic Review, 18, 35-53.
    Huang, M.Y. and T.T. Fu (2013). An examination of the cost efficiency of banks in Taiwan and China using the metafrontier cost function. J Prod Anal, 40, 387-406.
    Huang T.H., L.C. Chiang and K.C. Chen (2011). An empirical study of bank efficiencies and technology gaps in European banking. The Manchester School, 79, 839-860.
    Richmond, J. (1974). Estimating the Efficiency of Production. International Economic Review, 15, 515-521.
    Young, R.D. and I. Hasan (1998). The Performance of De Novo Commercial Banks: A Profit Efficiency Approach. Journal of Banking and Finance, 22, 565-587.
    Zaim, O. (1995). The Effect of Financial Liberalization on the Efficiency of Turkish Commercial Banks. Applied Financial Economics, 5, 257-264.
    Description: 碩士
    國立政治大學
    金融研究所
    102352039
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0102352039
    Data Type: thesis
    Appears in Collections:[金融學系] 學位論文

    Files in This Item:

    File SizeFormat
    203901.pdf1369KbAdobe PDF243View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    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。
    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。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback