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    题名: 探討亞洲銀行業非利息收入與淨利差之關係及利差決定因子
    The interrelationship between net interest margin and noninterest income and the determinants of net interest margin for Asian banks.
    作者: 林文健
    贡献者: 黃台心
    Huang, Tai Hsin
    林文健
    关键词: 利差
    非利息收入
    市場力量
    勒納指數
    聯立方程式迴歸
    NIM
    noninterest income
    market power
    Lerner index
    simultaneous equations
    日期: 2012
    上传时间: 2014-03-03 15:33:11 (UTC+8)
    摘要: This paper explores the interrelationship between the net interest margin (NIM) and noninterest income and their determinants for banks in 9 Asian countries over the period 1998-2010. A simultaneous equations system is used to deal with endogenous regressors and its structural parameters are identified under a heteroskedastic covariance restriction, proposed by Lewbel (2012). The renovated Lerner Index proposed by Huang et al. (2013) is factored as a more robust proxy for market power over HHI. Our results demonstrate significantly positive relationship between the NIM and noninterest income, suggesting overall benefits for banks from income diversification. In addition, the loss-leader behavior is not supported in the sample countries.
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    描述: 碩士
    國立政治大學
    金融研究所
    100352007
    101
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G1003520071
    数据类型: thesis
    显示于类别:[金融學系] 學位論文

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