Loading...
|
Please use this identifier to cite or link to this item:
https://nccur.lib.nccu.edu.tw/handle/140.119/95103
|
| Title: | 更緊密的經貿安排(CEPA)協定對香港銀行業的經營效率分析 |
| Authors: | 劉書廷 |
| Contributors: | 林良楓
劉書廷 |
| Keywords: | 資料包絡分析
Tobit迴歸分析
銀行業
效率
Data Envelopment Analysis
Tobit Regression Analysis
Banking
Efficiency |
| Date: | 2009 |
| Issue Date: | 2016-05-09 15:07:36 (UTC+8) |
| Abstract: | 有鑑於我國與大陸方面是否應簽訂ECFA仍有許多疑慮，本研究欲就香港與大陸所簽訂之CEPA協定對香港銀行業經營效率有何影響加以探討，以便對台灣未來可能簽訂ECFA時提供台灣銀行業相關參考及對策。
本研究針對2000年至2007年的18家香港地區銀行以及30家台灣地區銀行，採用資料包絡分析(DEA)計算業者之經營效率，最後控制銀行業者本身之財務特性及總體經濟環境因素，應用Tobit迴歸比較分析實施CEPA對香港銀行業之影響及台灣與香港業者之差異。
研究結果顯示港銀行業之經營效率八年間均較台灣銀行業為佳，此外CEPA協定之採用整體而言對台灣以及香港銀行業均無顯著影響，雖然協定採用後之第三、四兩年，香港銀行業之效率顯著高於實施後之前兩年與台灣銀行業者，亦即CEPA之效益要到協議三及四之後才顯現出來。因此可知CEPA簽訂後，效益不會立即顯現，須有更多的開放例如CEPA三及四對營業額及資本額的放寬才有可能顯現直接之效益。此點應可作為台灣未來與大陸談判時應考慮之因素。
Since Taiwan still disputes whether to sign Economic Cooperation Framework Agreement, (ECFA) with mainland China or not, this research tries to analyze the efficient change of Hong Kong banking industry before and after singing Closer Economic Partnership Agreement (CEPA) with mainland China. And hope to gain some understandings about the effect of singing CEPA, so that to provide some strategic references for singing EFCA in the future.
The research data draw from 2000 to 2007 of the 18 regional banks from Hong Kong and 30 regional banks from Taiwan. The research applies data envelopment analysis (DEA) to evaluate the operating efficiency of the banks. After controlling banks’ financial characteristics and macro economics variables, the Tobit regression denotes the following suggestions. The efficient of Hong Kong banking industry showed a better efficiency than Taiwan banking industry. After signing CEPA for two years, Hong Kong banking industry finally revealed a significant improvement than first two years as well as Taiwan’s banking industry. The results suggest that signing CEPA does not immediately increase the efficiency of the industry; the agreement might need fewer restrictions, such as fewer amounts of sales restriction and less capital restriction in CPEA III and IV, in order to boost the performance of the industry. The results should provide a good strategic consideration about the future EFCA talk for Taiwan. |
| Reference: | 英文部分:
Aigner, D. J. and S. F. Chu. 1968. On Estimating the Industry Production Function. American Economic Review, Vol58, No.4, pp826-839.
Banker, R., A. Charnes, and W. Cooper. 1984. Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis. Management Science 30:1078-1092.
Berg , S . A . , F . Forsund , F . Hialmarsson , and M . Suominen. 1993. Banking Efficiency in The Nordic Countries. Journal of Banking and Finance 17, 371-338 .
Berger, A., and D. Humphrey. 1991. The Dominance of Inefficiencies Over Scale and Product Mix Economies in Banking. Journal of Monetary Economics 28:117-148.
Berger A.N., W.C. Hunter and S.G. Timme, 1993, The Efficiency of Financial Institutions, Journal of Banking and Finance 17, 221-249.
Bhattacharyya , A . , C . A .K . Lovell and P . Sahay. 1997. The Impact of Liberalization on the Productive Efficiency of Indian Commercial Banks. European Journal of Operational Research , Vol. 98 , PP . 332-345.
Boussofiane, A., Dyson, R. G. and Thanassoulis, E. 1991. Applied Data Envelopment Analysis, European Journal of Operational Research, Vol. 52, pp. 1-15.
Caves, D., L. Christensen and W. E. Diewert. 1982. The Economic Theory of Index Numbers and the Measurement of Input, Output and Productivity. Econometric ,Vol. 50. pp. 1393-1414.
Charnes, A., W. Cooper, and E. Rhodes. 1978. Measuring the Efficiency of Decision Making Units. European Journal of Operational Research 2: 429-444.
Davis, E.P. and H. Zhu, 2005. Commercial Property Prices and Bank Performance. BIS Working Paper, No.175.
Drake, L., Hall, M.J.B., Simper, R.,2006. The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-parametric Analysis of Hong Kong’s Banking System. Journal of Banking & Finance 30, 1443-1466.
Fare, R., S. Grosskopf , B. Lindgren and P. Ross. 1992. Productivity Changes in Swedish Pharmacies 1980-1989: A Nonparametric Malmquist Approach. Journal of Productivity Analysis, Vo13, pp. 85-101.
Farrell, M., 1957. The Measurement of Productivity Efficiency. Journal of the Royal Statistical Society 120: 251-283.
Faver ,C.A. and L. Papi. 1995. Technical Efficiency and Scale Efficiency in the Italian Banking Sect or: A Non-parametric Approach. Applied Economics, Vol.27, pp. 385-395.
Ferrier, Gary D.Lovell, C. A. Knox. 1990. Measuring Cost Efficiency in Banking : Econometric and Linear Programming Evidence. Journal of Econometric, Vol.46, pp.229-245.
Hancock, D. 1985. The Financial Firm: Production with Monetary and Nonmonetary Goods. Journal of Political Economy, Vol.93, pp.859-880.
Jao, Y.C., 2003. Financial reform in Hong Kong. In: Hall, M.J.B (Ed.), The International Handbook on Financial Reform. Edward Elgar Publishing, Cheltenham (Chapter 6).
KPMG Barents, 1998. Hong Kong Banking into the New Millennium: Hong Kong Banking Sector Consultancy Study – Detailed Recommendations, Hong Kong.
Kwack, S.Y., 2000. An empirical analysis of the factors determining the financial crisis in Asia. Journal of Asian Economics 11.2, pp.195-206.
Kwan, S., 2002. The X-efficiency of Commercial Banks in Hong Kong. Hong Kong Institute for Monetary Research, Working Paper No. 12/2002.
Miller, S., and A. Noulas. 1996. The Technical Efficiency of Large Bank Production. Journal of Banking and Finance 20: 495-509.
Oral, M. and Yolalan, R. 1992. An Empirical Study on Analyzing the Productivity of Bank Branches. IIE Transactions, 24.5, pp.31-45.
Schenk, C.R., 2002. Banks and the Emergence of Hong Kong as an International Financial Center. Journal of International Financial Markets, Institutions and Money 12, 321-340.
Sherman, H. D. and Gold, F. 1985. Bank Branch Operating Efficiency : Evaluation with Data Envelopment Analysis. Journal of Banking and Finance, 9, pp.297-315.
Wang, Jan-Sue. 2000. The Rigidity of Bank Interest Rates in Taiwan. Conference on Macro and Econometric Models 1998, Institute of Economics, Academia Sinica, Taipei.
中文部分:
王鳳蓮，2008，內地與香港CEPA的貿易效應分析，山東大學國際貿易學系碩士論文。
甘永成，2006，本國銀行與外商銀行之經營績效評估與分析，東吳大學經濟學系碩士論文。
李水德，2005，臺灣銀行業經營效率與外匯業務之實證研究，國立成功大學企業管理學系碩士論文。
林佳蓉，2007，澳洲商業銀行效率分析之實證研究，中興大學財務金融系碩士論文。
吳毓佳，2000，台灣地區銀行經營績效之評估－DEA方法之應用，銘傳大學管理科學系碩士論文。
吳敏綺，2004，台灣地區商業銀行經營效率之評估---收益產生能力法則與資料包絡分析法之應用，國立中興大學企業管理學系碩士論文。
吳國貞，2005，我國金融改革經濟效益之研究，中興大學高階經理人碩士在職專班碩士論文。
施昶任，1997，資料包絡分析法之技術與分配效率於台灣地區銀行業之運用，成功大學企業管理系碩士論文。
柯子鈴，2005，大陸銀行體系發展與台灣銀行業登陸策略之研究，台灣大學國際企業學系碩士論文。
馬自立，2006，大陸外資銀行管理條例頒布後台灣銀行業西進模式之探討，國立政治大學經營管理碩士學程碩士論文。
馬裕豐，2004，總體經濟指標與法制面影響銀行業經營績效之研究—DEA模型之應用，國立台北大學企業管理學系博士論文。
高強、黃旭男，2003，管理績效評估：資料包絡分析法，華泰文化。
孫遜，2004，資料包絡分析法—理論與應用，揚智文化。
黃旭男，1993，資料包絡分析法使用程序之研究及其在非營利組織效率評估上之應用，國立交通大學管理科學系博士論文。
黃學元、方柏榮、黃德存、蔡家輝，2007，香港商業銀行的成本效率，香港金融管理局研究部市場研究處。
莊渝萍，2002，台灣地區銀行業經營效率之研究─DEA與馬奎斯特生產力指數，長榮管理學院經營管理學系碩士論文。
陳雅琳，2006，台灣銀行業進入中國大陸市場的發展策略與合作機制，義守大學財務金融學系碩士論文。
張靜怡，2003，我國銀行業購併效率之實證分析，長榮管理學院經營管理學系碩士論文。
葉姵君，2007，美國商業銀行經營績效之評比─參數法與非參數法應用，中興大學財務金融系碩士論文。
曾俊憲，2007，本國銀行經營效率與存、放款市佔率之研究－資料包絡分析法之應用，國立台北大學國際財務金融碩士在職專班碩士論文。
謝宗澧，2005，金融控股公司法實施前後公民營銀行經營績效之研究，中國文化大學會計系碩士論文。
蘇敏傑，2006，台灣與中、港、澳簽訂CEPA之效益與影響，真理大學財經研究系碩士學程碩士論文。 |
| Description: | 碩士
國立政治大學
會計學系
96353026 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0963530261 |
| Data Type: | thesis |
| Appears in Collections: | [會計學系] 學位論文
|
Files in This Item:
There are no files associated with this item.
|
All items in 政大典藏 are protected by copyright, with all rights reserved.
|
