English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 111315/142224 (78%)
造访人次 : 48368193      在线人数 : 715
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻
    政大機構典藏 > 商學院 > 金融學系 > 學位論文 >  Item 140.119/49010


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/49010


    题名: 東亞十國銀行業競爭型態之分析
    Competitive conditions in East Asian banking systems
    作者: 謝佩珊
    贡献者: 黃台心
    謝佩珊
    关键词: 銀行競爭
    分量迴歸
    Panzar & Rosse
    Lerner index
    日期: 2009
    上传时间: 2010-12-08 01:56:55 (UTC+8)
    摘要: 本文主要進行東亞十國競爭程度分析,研究期間為1994年到2008年,除比較各國差異外,也分析東亞各國在歷經亞洲金融風暴洗禮前後的差異。本研究使用非結構法之Panzar & Rosse檢定法為主軸,並採用較新的分量迴歸模型,從而推論在不同分量上的市場競爭型態,再與結構性指標CR4和HHI結果做比較,另外再採用近年來文獻也常提及的Lerner index方法,作為競爭度變數,探討銀行集中度和銀行效率對市場競爭的影響。發現東亞各國銀行業競爭程度為高,且在經歷亞洲金融風暴前後皆為獨占性競爭。
    This paper investigates the degree of market power in the East Asia banking systems during the years of 1994–2008 using the ‘H-statistic’ by Panzar and Rosse , uses quantile regression to analyze the information between the standardized total revenue and the H-statistic , compares the result with concentration k-bank concentration ratio (CRk) and Herfindahl–Hirschman Index (HHI) , and presents an empirical study on the impact of bank concentration and bak efficiency on bank competition by using the Lerner index. This paper finds that banks in the East Asia operate under monopolistic competition before and after the Asian Financial Crisis.
    參考文獻: 中文參考文獻
    1. 沈中華、呂美慧(2007),「本國銀行業逐年的競爭程度及其變化之分析」,證券市場發展季刊,第19 期第2 卷,頁119-152。
    2. 盧育鋒、黃炳文與李建強(2007),「金融控股公司成立對本國銀行業競爭程度影響之分析」,金融風險管理季刊,第4 期第3 卷,頁69-103。
    3. 林馨怡、陳佩玗(2010),「通貨膨脹與貿易開放性之關係-分量迴歸於追蹤資料的應用」,中央研究院經濟研究所經濟論文,38,頁1‐32。
    英文參考文獻
    1. Al-Muharrami Saeed, Matthews Kent, & Khabari Yusuf. (2006). "Market structure and competitive conditions in the Arab GCC banking system." Journal of Banking & Finance, 30, 3487–3501.
    2. Baumol J.W. (1982). "Contestable Markets: an Uprising in the Theory of Industry Structure." American Economic Review, 72, 1-15.
    3. Bikker A.Jacob, & Haaf Katharina. (2002). "Competition, concentration and their relationship: An empirical analysis of the banking industry." Journal of Banking & Finance, 26, 2191-2214.
    4. Bresnahan. (1982). "The Oligopoly Solution Identified." Economics Letters, 10, 19-27.
    5. Carbo Santiago, Humphrey David, Maudos Joaquı´n, & MolyneuxPhilip. (2009). "Cross-country comparisons of competition and pricing power in European banking." Journal of International Money and Finance, 28, 115–134.
    6. Casu Barbara, & Girardone Claudia. (2006). "Bank Competition, Concentration and Efficiency in the Single European Market."
    7. Claessens Stijn, & Laeven Luc. (2004). "What Drives Bank Competition? Some International Evidence." Journal of Money, Credit, and Banking,, 36.
    8. Coccorese Paolo. (2004). "Banking competition and macroeconomic conditions: a disaggregate analysis." Journal of International Financial Markets Institutions & Money (14), 203-219.
    9. Coccorese Paolo. (2009). "Market power in local banking monopolies." Journal of Banking & Finance, 33, 1196–1210.
    10. De Bandt Olivier, & Davis PhilipE. (2000). "Competition, contestability and market structure in European banking sectors on the eve of EMU." Journal of Banking & Finance, 24, 1045-1066.
    11. Demsetz H. (1974). "Two Systems of Belief About Monopoly."
    12. Ferna´ndez Juan, Maudos Joaquı´n, & Pe´rez Francisco. (2007). "Integration and competition in the European financial markets." Journal of International Money and Finance, 26, 26-45.
    13. Ferna`ndez Juan, Maudos Joaqui`n, & Pe`rez Francisco. (2005). "Market Power in European Banking Sectors." Journal of Financial Services Research, 27:2, 109–137.
    14. Gelos Gaston R., & Roldós Jorge. (2002). "Consolidation and Market Structure in Emerging Markets Banking Systems." International Monetary Fund.
    15. Gilbert Alton R. (1984). "Bank Market Structure and Competition: A Survey." Journal of Money, Credit and Banking, 16, 617-645.
    16. Guorong Jiang. (2004). "Banking Sector Competition In Hong Kong Measurement And Evolution Over Time."
    17. Hannan H.Timothy. (1991). "Foundations of the Structure-Conduct-Performance Paradigm in Banking." Journal of Money, Credit and Banking, 23, 68-84.
    18. Hempell S.Hannah. (2002). "Testing for Competition Among German Banks." Economic Research Centre of the Deutsche Bundesbank Discussion paper 04/02, 1-53.
    19. Hondroyiannis George, Lolos Sarantis, & Papapetrou Evangelia. (1999). "Assessing competitive conditions in the Greek banking system." Journal of International Financial Markets, Institutions and Money, 9, 377-391.
    20. Koenker Roger. (2004). "Quantile Regression for Longitudinal Data. Journal of Multivariate Analysis, 91, 74-89.
    21. Koenker Roger, & Bassett G. (1978). "Regression Quantiles." Econometrica, 46, 33-50.
    22. Matthews Kent, Murinde Victor, & Zhao Tianshu. (2007). "Competitive conditions among the major British banks." Journal of Banking & Finance, 31, 2025-2042.
    23. Molyneux Philip, Lloyd-Williams D.M., & Thornton John. (1994). "Competitive conditions in European banking." Journal of banking and finance, 18, 445-459.
    24. Molyneux Philip, Thornton John, & Lloyd-Williams D.Michael. (1996). "Competition and Market Contestability in Japanese Commercial Banking." Journal of Economics and Business, 48, 33-45.
    25. Nathan Alli, & Neave H.Edwin. (1989). "Competition and contestability in Canada`s financial system: empirical results." Canadian Journal of Economics, 3, 577-594.
    26. Panzar C.John, & Rosse N.James. (1987). "Testing For "Monopoly" Equilibrium." Journal of Industrial Economics, 35, 443-456.
    27. Rosse James N., & Panzar John C. (1977). "Chamberlin versus Robinson: An Empirical Test for Monopoly Rents", Studies in Industry Economics. Research Paper, 77.
    28. Schaeck Klaus, Cihak Martin, & Wolfe Simon. (2009). "Are Competitive Banking Systems More Stable?" Journal of Money, Credit and Banking, 41.
    29. Shaffer Sherrill. (1982)." A Non-Structural Test for Competition in Financial Markets." 225-243.
    30. Shaffer Sherrill. (2004). "Patterns of competition in banking." Journal of Economics and Business, 56, 287-313.
    31. Staikouras K.Christos, & Koutsomanoli-Fillipaki Anastasia. (2006). "Competition and Concentration in the New European Banking Landscape." European Financial Management, 12, 443–482.
    32. Turk-Ariss Rima. (2009). "Competitive behavior in Middle East and North Africa banking systems." The Quarterly Review of Economics and Finance, 49, 693-710.
    33. Turk-Ariss Rima. (2010). "On the implications of market power in banking: Evidence from developing countries." Journal of Banking & Finance, 34, 765–775.
    34. Vesala Jukka. (1995). "Testing for Competition in Banking: Behavioral Evidence from Finland." Bank of Finland Studies E:1, 1-202.
    35. Yeyati Levy Eduardo, & Micco Alejandro. (2007). "Concentration and foreign penetration in Latin American banking sectors: Impact on competition and risk." Journal of Banking & Finance, 31, 1633–1647.
    36. Yuan Yuan. (2006). "The state of competition of the Chinese banking industry." Journal of Asian Economics, 17, 519-534.
    描述: 碩士
    國立政治大學
    金融研究所
    97352017
    98
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0097352017
    数据类型: thesis
    显示于类别:[金融學系] 學位論文

    文件中的档案:

    档案 大小格式浏览次数
    index.html0KbHTML2205检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    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 ©   - 回馈