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題名:The Impact of Deposit Insurance on the Risks and Returns of Commercial Banks: Evidence from China
書刊名:財務金融學刊
作者:Liu, Ming-huaZhang, YangZheng, Kaimeng
出版日期:2019
卷期:27:1
頁次:頁1-29
主題關鍵詞:中國銀行存款保險事件研究流動性風險Chinese banksDeposit insuranceEvent studyLiquidity riskZ-score
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
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  • 點閱點閱:6
期刊論文
1.Liang, Qi、Xu, Pisun、Jiraporn, Pornsit(2013)。Board characteristics and Chinese bank performance。Journal of Banking and Finance,37(8),2953-2968。  new window
2.Bartholdy, Jan、Boyle, Glenn W.、Stover, Roger D.(2004)。Deposit Insurance and the Stock Market: Evidence from Denmark。The European Journal of Finance,10,567-578。  new window
3.Pennacchi, George(2006)。Deposit insurance, bank regulation, and financial system risks。Journal of Monetary Economics,53,1-30。  new window
4.Demirgüç-Kunt, Asli、Detragiache, Enrica(2002)。Does deposit insurance increase banking system stability? An empirical investigation。Journal of Monetary Economics,49(7),1373-1406。  new window
5.Ronn, Ehud I.、Verma, Avinash K.(1986)。Pricing Risk-adjusted Deposit Insurance: An Option-based Model。Journal of Finance,41(4),871-895。  new window
6.Laeven, Luc(2002)。Bank Risk and Deposit Insurance。The World Bank Economic Review,16(1),109-137。  new window
7.Dong, Yizhe、Meng, Chao、Firth, Michael、Hou, Wen xuan(2014)。Ownership Structure and Risk-Taking: Comparative Evidence from Private and State-Controlled Banks in China。International Review of Financial Analysis,36,120-130。  new window
8.Jia, Chunxin(2009)。The effect of ownership on the prudential behavior of banks: The case of China。Journal of Banking & Finance,33(1),77-87。  new window
9.Marcus, Alan J.、Shaked, Israel(1984)。The Valuation of FDIC Deposit Insurance Using Option-pricing Estimates。Journal of Money, Credit, and Banking,16(4),446-460。  new window
10.Nier, Erlend、Baumann, Ursel(2006)。Market discipline, disclosure and moral hazard in banking。Journal of Financial Intermediation,15(3),332-361。  new window
11.O'Hara, Maureen、Shaw, Wayne(1990)。Deposit Insurance and Wealth Effects: The Value of Being ''Too Big to Fail''。Journal of Finance,45(5),1587-1600。  new window
12.Diamond, Douglas W.、Dybvig, Philip H.(1986)。Banking Theory, Deposit Insurance, and Bank Regulation。Journal of Business,59(1),55-68。  new window
13.Pennacchi, George G.(1987)。A Reexamination of the Over- (or Under-) Pricing of Deposit Insurance。Journal of Money, Credit and Banking,19(3),340-360。  new window
14.Cushing, David、Madhavan, Ananth(2000)。Stock Returns and Trading at the Close。Journal of Financial Markets,3(1),45-67。  new window
15.Haq, Mamiza、Heaney, Richard(2012)。Factors determining European bank risk。Journal of International Financial Markets, Institutions and Money,22(4),696-718。  new window
16.Merton, Robert C.(1977)。An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing theory。Journal of Banking and Finance,1(1),3-11。  new window
17.Lepetit, Laetitia、Strobel, Frank(2013)。Bank insolvency risk and time-varying Z-score measures。Journal of International Financial Markets, Institutions & Money,25,73-87。  new window
18.Jiang, Chunxia、Yao, Shujie、Feng, Genfu(2013)。Bank ownership, privatization, and performance: evidence from a transition country。Journal of Banking and Finance,37(9),3364-3372。  new window
19.Laeven, Luc、Levine, Ross(2009)。Bank Governance, Regulation and Risk Taking。Journal of Financial Economics,93(2),259-275。  new window
20.Angkinand, Apanard、Wihlborg, Clas(2010)。Deposit insurance coverage, ownership, and banks' risk-taking in emerging markets。Journal of International Money and Finance,29(2),252-274。  new window
21.Bailey, Warren、Huang, Wei、Yang, Zhishu(2011)。Bank loans with Chinese characteristics: Some evidence on inside debt in a state-controlled banking system。Journal of Financial and Quantitatiue Analysis,46(6),1795-1830。  new window
22.Baselga-Pascual, Laura、Trujillo-Ponce, Antonio、Cardone-Riportella, Clara(2015)。Factors influencing bank risk in Europe: Evidence from the financial crisis。The North American Journal of Economics and Finance,34,138-166。  new window
23.Białkowski, Jędrzej、Darolles, Serge、Le Fol, Gaelle(2008)。Improving VWAP strategies: A dynamic volume approach。Journal of Banking & Finance,32(9),1709-1722。  new window
24.Biswas, Rita、Fraser, Donald R.、Hebb, Gregory(2000)。On the shareholder wealth effects of deposit insurance premium revisions on large, publicly traded commercial banks。Journal of Financial Research,23(2),223-241。  new window
25.Blaško, Matej、Sinkey, Joseph F. Jr.(2006)。Bank asset structure, real-estate lending, and risk-taking。The Quarterly Review of Economics and Finance,46(1),53-81。  new window
26.Cole, Rebel A.、White, Lawrence J.(2012)。Déjà vu all over again: The causes of U.S. commercial bank failures this time around。Journal of Financial Services Research,42(1/2),5-29。  new window
27.Cull, Robert、Senbet, Lemma W.、Sorge, Marco(2002)。The effect of deposit insurance on financial depth: A cross-country analysis。The Quarterly Review of Economics and Finance,42(4),673-694。  new window
28.Cull, Robert、Senbet, Lemma W.、Sorge, Marco(2005)。Deposit insurance and financial development。Journal of Money, Credit, and Banking,37,43-82。  new window
29.De Haan, Jakob、Poghosyan, Tigran(2012)。Bank size, market concentration, and bank earnings volatility in the US。Journal of International Financial Markets, Institutions and Money,22(1),35-54。  new window
30.DeLong, Gayle、Saunders, Anthony(2011)。Did the introduction of fixed-rate federal deposit insurance increase long-term bank risk-taking?。Journal of Financial Stability,7(1),19-25。  new window
31.Demirgüç-Kunt, Asli、Kane, Edward J.(2002)。Deposit insurance around the globe: where does it work?。Journal of Economic Perspectives,16(2),175-195。  new window
32.Elliott, Douglas、Kroeber, Arthur、Qiao, Yu(2015)。Shadow banking in China: A primer。Economic Studies at Brookings,3,1-29。  new window
33.Fries, Steven、Mason, Robin、Perraudin, William(1993)。Evaluating deposit insurance for Japanese banks。Journal of the Japanese and International Economy,7(4),356-386。  new window
34.Gan, Christopher、Zhang, Yuan、Li, Zhaohua、Cohen, David A.(2014)。The evolution of China's banking system: bank loan announcements 1996-2009。Accounting & Finance,54(1),165-188。  new window
35.Gómez-Fernández-Aguado, Pilar、Partal-Ureña, Antonio、Trujillo-Ponce, Antonio(2014)。Moving toward risk-based deposit insurance premiums in the European Union: the case of Spain。Applied Economics,46(13),1547-1564。  new window
36.Kim, Iljoong、Kim, Inbae、Han, Yoonseon(2014)。Deposit insurance, banks' moral hazard, and regulation: Evidence from the ASEAN countries and Korea。Emerging Markets Finance and Trade,50(6),56-71。  new window
37.Lambert, Claudia、Noth, Felix、Schüwer, Ulrich(2017)。How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act。Journal of Financial Intermediation,29,81-102。  new window
38.Shaffer, Sherrill(1991)。Aggregate deposit insurance funding and taxpayer bailouts。Journal of Banking and Finance,15(4/5),1019-1037。  new window
39.Ting, Christopher(2006)。Which daily price is less noisy?。Financial Management,35(3),81-95。  new window
40.Wagster, John D.(2007)。Wealth and risk effects of adopting deposit insurance in Canada: Evidence of risk shifting by banks and trust companies。Journal of Money, Credit, and Banking,39(7),1651-1681。  new window
41.Wang, Zongrun、Chen, Jiangyan、Wan, Yuanyuan、Jin, Yanbo、Mazzanti, Jared Anthony(2015)。Information Disclosure and Bank Risk‐Taking under a Partially Implicit Deposit Insurance System: Evidence from China。Australian Economic Review,48(2),163-176。  new window
42.Zhang, Dayong、Cai, Jing、Dickinson, David G.、Kutan, Ali M.(2016)。Non-performing loans, moral hazard and regulation of the Chinese commercial banking system。Journal of Banking and Finance,63,48-60。  new window
43.Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research,29(2),302-321。  new window
44.La Porta, Rafael、López-de-Silanes, Florencio、Shleifer, Andrei(2002)。Government Ownership of Banks。The Journal of Finance,57(1),265-301。  new window
45.Diamond, Douglas W.、Dybvig, Phillip H.(1983)。Bank Runs, Deposit Insurance, and Liquidity。Journal of Political Economy,91(3),401-419。  new window
研究報告
1.Demirgüç-Kunt, Asli、Kane, Edward、Laeven, Luc(2014)。Deposit insurance database。IMF。  new window
2.Jia, Yan、Wang, Zujie(2011)。The return cost analysis of the deposit insurance system。  new window
3.Kane, Edward J.、Wilson, Berry K.(1998)。A contracting-theory interpretation of the origins of federal deposit insurance。National Bureau of Economic Research。  new window
4.Laeven, Luc(2000)。Banking risks around the world: The implicit safety net subsidy approach。  new window
5.Ma, Qingkui、Cai, Chunjuan(2012)。Do regulations reduce risks in Chinese banking?。  new window
6.Shaffer, Sherrill(1991)。The impact of premium rates and rebates on the solvency of the FDIC Reserve Fund: an empirical approach。  new window
圖書
1.Greenbaum, Stuart I.、Thakor, Anjan V.(2007)。Contemporary Financial Intermediation。California:Academic Press。  new window
2.Folkerts-Landau, David、Lindgren, Carl Johan(1998)。Toward a Framework for Financial Stability。Washington:International Monetary Fund。  new window
圖書論文
1.Minsky, Hyman P.(1982)。The Financial Instability Hypothesis: Capitalist Processes and the Behavior of the Economy。Financial Crises: Theory, History, and Policy。Cambridge:Cambridge University Press。  new window
2.Minsky, Hyman P.(1977)。A theory of systemic fragility。Financial crises: institutions and markets in a fragile environment。New York:John Wiley & Son。  new window
 
 
 
 
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