:::

詳目顯示

回上一頁
題名:中國全國金融工作會議對大陸上市銀行動態效率的影響
書刊名:兩岸金融季刊
作者:李桐豪 引用關係遲淑華 引用關係
作者(外文):Lee, Tung-haoChih, Shu-hwa
出版日期:2013
卷期:1:1
頁次:頁1-34
主題關鍵詞:全國金融工作會議金融監管資料包絡法動態效率中國上市銀行The National Financial WorkshopFinancial regulationData envelopment analysisDynamic efficiencyChina listed commercial banks
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:44
  • 點閱點閱:10
自1997年以來,每五年召開的全國金融工作會議,已成為中國金融改革的重要指導方針。本文旨在研究中國監管政策落實情形及其對上市銀行動態效率(dynamic efficiency)的影響。有別於過去文獻多著重於金融監管(financial regulation)與銀行效率當期效果(concurrent effect)的靜態研究,我們考量監管政策對銀行效率之延續性(carry-over)及跨期影響效果(intertemporal effect),使用Tone and Tsutsui(2010)的動態差額變數基礎模型(Dynamic Slacks-Based Measure,DSBM),分析金融監管改變對動態效率的影響是否存在時間遞延(time-deferred)效果。實證結果發現,監管指標中只有成本收入比及流動性比率對中國上市銀行效率呈現負向關係,這說明通過合理降低銀行業務和管理費用,可以有效提高銀行效率;但保有越低的流動性,反而會使技術效率較佳。在金融監管政策實施運作下,長期觀察動態效率得知其使得銀行效率相對上較穩定。
Since 1997, Chinese government held the National Financial Workshop every five years which set important guidelines for China’s financial reform. This research aims to examine how these reform policies were implemented and explore how the implemented financial regulations affected bank dynamic efficiency. Unlike previous literatures only investigate the characteristics of financial regulation that affect banks’ concurrent static efficiency, we instead use dynamic slacks-based measure (DSBM; Tone
期刊論文
1.Greene, William H.(1981)。On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model。Econometrica,49(2),505-513。  new window
2.Besanko, D.、Kanatas, G.(1996)。The Regulation of Bank Capital: do Capital Standards Promote Bank Safety?。Journal of Financial Intermediation,5(4),160-183。  new window
3.何問陶、鄧可斌(2004)。中國上市銀行資本充足率信號效應實證研究。財經論壇,6,36-40。  延伸查詢new window
4.何平、殷小斌(2010)。中國國有銀行改革的比較制度分析。經濟理論與經濟管理,3,50-56。  延伸查詢new window
5.李豔虹、賀贛華、張鐵強(2010)。國有商業銀行股份制改革成效評析。上海金融,7,36-40。  延伸查詢new window
6.夏華軍(2009)。提高商業銀行資本充足率的幾點思考。商場現代化,1,360-361。  延伸查詢new window
7.胡援成、肖德勇、肖永明(2006)。國有商業銀行改革過程中的經營效率評價。財貿經濟,6,10-16。  延伸查詢new window
8.王春梅、王麗娟(2012)。金融改革五年指引:金融回歸本質 鋪墊利率市場化。財經國家周刊,55。  延伸查詢new window
9.蘭怡(2012)。五年風向標聚焦10 大課題 監管協調重中之重。財經國家周刊,54。  延伸查詢new window
10.蘭怡(2012)。金融五年風向標:未來金融改革將是積累式推進。財經國家周刊,54。  延伸查詢new window
11.黃美初(2008)。國有控股商業銀行股份制改革前後效率分析。商業經濟與管理,7(201),49-67。  延伸查詢new window
12.黃曉琴(2009)。新巴塞爾協議下對我國商業銀行資本充足率問題研究。世界經濟情況,10,46-50。  延伸查詢new window
13.卿楊(2011)。我國商業銀行技術效率影響因素的實證研究。金融經濟,4,96-97。  延伸查詢new window
14.張建斌、劉星(2010)。我國上市商業銀行成本效率和利潤效率研究。當代財經,3,61-67。  延伸查詢new window
15.熊延忠、孫濤(2009)。我國商業銀行效率影響因素的實證研究。金融發展研究,1,51-54。  延伸查詢new window
16.Elyasiani, E.、Mehdian, S.、Rezvanian, R.(1994)。An empirical test of association between production and financial performance: The case of the commercial banking industry。Applied Financial Economics,4(1),55-59。  new window
17.Fernández, A. I.、González, F.(2005)。How accounting and auditing systems can counteract risk-shifting of safety-nets in banking: Some international evidence。Journal of Financial Stability,1,466-500。  new window
18.Pasiouras F.、Gaganis C.、Doumpos M.(2007)。A multicriteria discrimination approach for the credit rating of Asian banks。Annals of Finance,3(3),351-367。  new window
19.Bauer, P.、Berger, A. N.、Ferrier, G. D.、Humphrey, D. B.(1998)。Consistency Conditions for Regulatory Analysis of Financial Institutions: A Comparison of Frontier Efficiency Methods。Journal of Economics and Business,50(2),85-114。  new window
20.Barth, J.、Caprio, G.、Levine, R.(2004)。Bank Regulation and Supervision: What Works Best?。Journal of Financial Intermediation,13(2),205-248。  new window
21.林炳文(20020200)。臺灣地區商業銀行合併效率性之分析:資料包絡分析法的應用。臺灣管理學刊,1(2),341-355。new window  延伸查詢new window
22.Sherman, H. David、Gold, Franklin(1985)。Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis。Journal of Banking and Finance,9(2),297-315。  new window
23.Fried, Harold O.、Schmidt, Shelton S.、Yaisawarng, Suthathip(1999)。Incorporating the Operating Environment into a Nonparametric Measure of Technical Efficiency。Journal of Productivity Analysis,12(3),249-267。  new window
24.Wang, K. L.、Tseng, Y. T.、Weng, C. C.(2003)。A Study of Production Efficiencies of Integrated Securities Firms in Taiwan。Applied Financial Economics,13(3),159-167。  new window
25.Tone, Kaoru(2001)。A slacks-based measure of efficiency in data envelopment analysis。European Journal of Operational Research,130(3),498-509。  new window
26.王國樑、翁志強、張美玲(19980000)。臺灣綜合證券商技術效率探討。證券市場發展季刊,10(2)=38,93-115。new window  延伸查詢new window
27.Tobin, James(1958)。Estimation of relationships for limited dependent variables。Econometrica: Journal of the Econometric Society,26(1),24-36。  new window
28.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
29.Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research,2(6),429-444。  new window
30.Tone, K.、Tsutsui, M.(2010)。Dynamic DEA: A Slacks-Based Measure Approach。Omega,38(3/4),145-156。  new window
會議論文
1.遲淑華、黃俊凱(2011)。中國全國金融工作會議對大陸銀行績效的影響。兩岸金融暨國立政治大學金融學系第二屆金融發展學術研討會,(會議日期: 2011年9月5日)。台灣台北。  延伸查詢new window
圖書
1.Fare, R.、Grosskopf, S.(1996)。Intertemporal Production Frontiers: With Dynamic DEA。Kluwer Academic Publishers。  new window
2.Barth, James R.、Caprio Jr., Gerald、Levine, Ross(2006)。Rethinking Bank Supervision and Regulation: Until Angels Govern。Cambridge, UK:Cambridge University Press。  new window
3.Coelli, T.、Prasada Rao, D. S.、Battese, G. E.(2005)。An introduction to efficiency and productivity analysis。Boston, MA:Norwell:Kluwer。  new window
4.Berger, A. N.、Humphrey, D. B.(1992)。Measurement and Efficiency Issues in Commercial Banking: Output Measurement in the Service Sectors。Chicago, IL:University of Chicago Press。  new window
其他
1.巴曙松:第四次金融工作會議正在密集調研期,http://big5.ce.cn/macro/more/201006/18/t20100618_21523690.shtml。  延伸查詢new window
2.全國金融工作會議,http://finance.people.com.cn/GB/8215/77508/index.html。  new window
3.聚焦全國金融工作會議,http://big5.china.com.cn/economic/zhuanti/gzhy/node_7010698.htm。  new window
4.全國金融工作會議回顧,http://www.meetingschina.com/c1339/5.htm。  延伸查詢new window
5.(20120106)。我國金融業改革發展取得顯著成就--監管篇。  延伸查詢new window
6.Barth, J. R.,Caprio, G.,Levine, R.(2007)。Bank Regulations are Changing: But for Better or Worse?,http://go.worldbank.org/SNUSW978P0。  new window
圖書論文
1.Barth, J. R.、Caprio, G.、Levine, R.(2001)。The Regulation and Supervision of Banks around the World: A New Database。Integrating Emerging Market Counties into the Global Financial System。Brooking Institution Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關著作
 
無相關點閱
 
QR Code
QRCODE