English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 111314/142224 (78%)
Visitors : 48343587      Online Users : 541
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
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/3735


    Title: 亞洲金融風暴對東亞九國銀行產業的風險態度與經濟效率影響之研究
    Authors: 黃台心
    Keywords: 風險態度;技術效率
    Date: 2005
    Issue Date: 2007-04-18 16:34:56 (UTC+8)
    Publisher: 臺北市：國立政治大學金融系
    Abstract: 本研究考慮多重產出價格風險，可以有效的反應現實環境的不確定性，並突破現有文獻未將產出價格風險考慮之限制。同時把經理人的風險態度與技術無效率納入模型中，求得二條價格迴歸方程式與Translog 成本函數，採用最大概似估計法聯立估計1994 到2003年東亞九國銀行產業之風險態度與技術效率。實證結果得知，受創嚴重國家的銀行經營者較偏好風險，而 1997 年和1998 年相對於其他樣本期間，東亞各國經理人對風險的愛好偏高。泰國銀行的相對效率排行第一。此外，各國銀行產業已達最適規模，而台灣和馬來西亞從事多元化經營較具優勢。
    In this study, we jointly consider the multiple output price risk and, production efficiency to analyze the performance of Nine East Asia Countries’ banks. We explicitly model bank managers’ risk attitude based on the safety first rule, under the framework of a two-output translog cost function. The derived three equations are then estimated by maximum likelihood, using a panel data set consisting of over the period 1994-2003. Base on the empirical results, bank managers of the seriously affected countries in the sample tend to be risk lovers, while bank managers of the remaining countries are inclined to be less risk-loving. Evidence is found that banks in Thailand exhibit the highest average technical efficiency level, that constant returns to scale prevails in the banking industry, and that banks in Taiwan and Malaysia exhibit product mix economics, implying that banks in both countries may benefit by providing a variety of the financial products.
    Description: 核定金額：885000元
    Data Type: report
    Appears in Collections:[金融學系] 國科會研究計畫

    Files in This Item:

    File Description SizeFormat
    942415H004021.pdf300KbAdobe PDF22019View/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 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 ©   - Feedback