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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/48958


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/48958


    题名: 影響各國保額因素分析
    The determinants of changes in deposit insurance coverage: A cross-country analysis
    作者: 劉琬鈺
    Liu, Wan Yu
    贡献者: 周行一
    陳虹伶
    Chow, Edward
    Chen, Hung Ling
    劉琬鈺
    Liu, Wan Yu
    关键词: 存款保險
    Deposit insurance
    Coverage
    Panel regression
    Logit
    日期: 2009
    上传时间: 2010-12-08 01:54:18 (UTC+8)
    摘要: Deposit insurance varies greatly across countries due to each country’s specific environment. The purpose of this study is to find what factors may affect coverage limit in deposit insurance. First, we implement panel data over the period of 1960 to 2008 including 78 countries’ political setting, bank industry’s structural differences and overall economic factors. The empirical results show that countries with lower saving rate, interest spread and government debt tend to have higher coverage. However, coverage tends to be lower in more political open countries. Second, we performed panel data logit model to find that increasing government debt would reduce the probability of increasing coverage limits. Third, the regression of variable changes shows strong negative significance in the relationship of interest spread and coverage over GDP per capita. The main contribution of this thesis is to identify significant influences to the coverage limit. This could provide reference factors when considering the setting of Deposit insurance scheme to insure financial stability.
    參考文獻: 1. Angkinand, Apanard, 2005, Deposit insurance and financial crises: Investigation of the cost benefit tradeoff, Working Paper, Claremont Centre for Economic Policy Studies, Claremont Graduate University.
    2. Chu, Kam Hon, 2003, Deposit insurance and banking crises in the short and long run, Cato Journal 32, No. 2, 265-280.
    3. Cramer, Jan S., 2003, Logit models from economics and other fields, (Cambridge Univ. Press, Cambridge).
    4. Cull, Robert, Lemma W. Senbet, and Marco Sorge, 2005, Deposit Insurance and Financial Development, Journal of Money Credit, and Banking 37, No. 1, 43-82.
    5. Das, Udaibir S., Marc Quintyn, and Kina Chenard, 2004, Does Regulatory Governance Matter for Financial System Stability? An Empirical Analysis, Working paper, Monetary and Financial Systems Department.
    6. Demirgüç-Kunt, Asli and Enrica Detragiache, 1998, The Determinants of Banking Crises in developing and Developed Countries, International Monetary Fund Staff Papers 45, No. 1, 81-109.
    7. Demirgüç-Kunt, Asli and Enrica Detragiache, 2002, Does Deposit Insurance Increase Banking System Stability? An Empirical Investigation, Journal of Monetary Economic 49, No. 7, 1373–1406.
    8. Demirgüç-Kunt, Asli, Edward J. Kane, and Luc Laeven, 2008, Determinants of Deposit-Insurance Adoption and Design, Journal of Financial Intermediation 17, No. 3, 407-438.
    9. Demirgüç-Kunt, Asli, Baybars Karacaovali, and Luc Laeven, 2005, Deposit Insurance around the World: A Comprehensive Database, Working paper, World Bank Policy Research Working Paper No. 3628.
    10. Gujarati, Damodar, 2003, Basic Econometrics, (McGraw-Hill Companies Inc., New York).
    11. Hausman, Jerry A., 1978, Specification Tests in Econometrics, Econometrica 46, 1251-1271.
    12. Hausman, Jerry A. and David A. Wise, 1979, Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment, Econometrica 47, 455-474
    13. Hutchison, Michael and Kathleen McDill, 1999, Are All Banking Crises Alike? The Japanese Experience in International Comparison, Working paper, National Bureau of Economic Research.
    14. Kaminsky, Graciela and Sergio Schmukler, 2002, Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns, World Bank Economic Review 16, No. 2, 171–195.
    15. Kane, Edward J., Asli Demirgüç-Kunt, 2002, Deposit Insurance around the Globe: Where Does It Work, Journal of Economic Perspectives 16, No. 2, 175-195.
    16. Laeven, Luc, 2002a, Bank Risk and Deposit Insurance, World Bank Economic Review 16, No. 1, 109-137.
    17. Laeven, Luc, 2002b, Pricing of Deposit Insurance, Working paper, World Bank Policy Research Working Paper No. 2871.
    18. Laeven, Luc, 2004, The Political Economy of Deposit Insurance, Journal of Financial Services Research 26, No. 3, 201-224.
    19. Nerlove, Marc, 2002, Essays in Panel Data Econometrics, (Cambridge Univ. Press, Cambridge).
    20. Sandholtz, Wayne and William Koetzle, 2000, Accounting for Corruption: Economic Structure, Democracy, and Trade, International Studies Quarterly 44, No. 1, 31-50.
    21. Zarruk, Emilio R. and Jeff Madura, 1992, Optimal Bank Interest Margin under Capital Regulation and Deposit Insurance, Journal of Financial & Quantitative Analysis, No. 1, 143-149.
    22. International Association of Deposit Insurers, 2008, International Deposit Insurance Survey http://www.iadi.org/research.aspx?id=99
    描述: 碩士
    國立政治大學
    財務管理研究所
    97357005
    98
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0097357005
    数据类型: thesis
    显示于类别:[財務管理學系] 學位論文

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