| dc.contributor.advisor | 周行一<br>陳虹伶 | zh_TW |
| dc.contributor.advisor | Chow, Edward<br>Chen, Hung Ling | en_US |
| dc.contributor.author (Authors) | 劉琬鈺 | zh_TW |
| dc.contributor.author (Authors) | Liu, Wan Yu | en_US |
| dc.creator (作者) | 劉琬鈺 | zh_TW |
| dc.creator (作者) | Liu, Wan Yu | en_US |
| dc.date (日期) | 2009 | en_US |
| dc.date.accessioned | 8-Dec-2010 01:54:18 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 01:54:18 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 01:54:18 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097357005 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/48958 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 財務管理研究所 | zh_TW |
| dc.description (描述) | 97357005 | zh_TW |
| dc.description (描述) | 98 | zh_TW |
| dc.description.abstract (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. | en_US |
| dc.description.tableofcontents | Abstract...................................................1 1.Introduction.................................................................................................2 2.Literature review............................................................................................5 3.Data and methodology.........................................................................................9 3.1 Data.....................................................................................................9 3.2 Methodology.............................................................................................13 4.Empirical results...........................................................................................18 5.Conclusion..................................................................................................25 References....................................................................................................26 Tables........................................................................................................29 Table 1. Sample countries...................................................................................29 Table 2. Summary statistics of the main variables...........................................................31 Table 3. Correlation matrix of independent variables........................................................33 Table 4. Panel regression of determinants of deposit insurance coverage.....................................34 Table 5. Panel regression of determinants of deposit insurance coverage: Alterative explanatory variables...35 Table 6. Example results of Hausman Test....................................................................36 Table 7. Summary of variable CAHANGE for observed countries.................................................37 Table 8. Logit model results of CHANGE and influential factors..............................................40 Table 9. Logit model results of CHANGE and influential factors: Alterative explanatory variables............41 Table 10. Panel regression of factor changes on changes in coverage.........................................42 Table 11. Logit model results of CHANGE and influential factor changes: Alterative explanatory variables....43 Table 12. Data Summary......................................................................................44 Appendix: Proof of marginal effect in logit model.............................................................46 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097357005 | en_US |
| dc.subject (關鍵詞) | 存款保險 | zh_TW |
| dc.subject (關鍵詞) | Deposit insurance | en_US |
| dc.subject (關鍵詞) | Coverage | en_US |
| dc.subject (關鍵詞) | Panel regression | en_US |
| dc.subject (關鍵詞) | Logit | en_US |
| dc.title (題名) | 影響各國保額因素分析 | zh_TW |
| dc.title (題名) | The determinants of changes in deposit insurance coverage: A cross-country analysis | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (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. | zh_TW |
| dc.relation.reference (參考文獻) | 2. Chu, Kam Hon, 2003, Deposit insurance and banking crises in the short and long run, Cato Journal 32, No. 2, 265-280. | zh_TW |
| dc.relation.reference (參考文獻) | 3. Cramer, Jan S., 2003, Logit models from economics and other fields, (Cambridge Univ. Press, Cambridge). | zh_TW |
| dc.relation.reference (參考文獻) | 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. | zh_TW |
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| dc.relation.reference (參考文獻) | 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. | zh_TW |
| dc.relation.reference (參考文獻) | 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. | zh_TW |
| dc.relation.reference (參考文獻) | 10. Gujarati, Damodar, 2003, Basic Econometrics, (McGraw-Hill Companies Inc., New York). | zh_TW |
| dc.relation.reference (參考文獻) | 11. Hausman, Jerry A., 1978, Specification Tests in Econometrics, Econometrica 46, 1251-1271. | zh_TW |
| dc.relation.reference (參考文獻) | 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 | zh_TW |
| dc.relation.reference (參考文獻) | 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. | zh_TW |
| dc.relation.reference (參考文獻) | 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. | zh_TW |
| dc.relation.reference (參考文獻) | 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. | zh_TW |
| dc.relation.reference (參考文獻) | 16. Laeven, Luc, 2002a, Bank Risk and Deposit Insurance, World Bank Economic Review 16, No. 1, 109-137. | zh_TW |
| dc.relation.reference (參考文獻) | 17. Laeven, Luc, 2002b, Pricing of Deposit Insurance, Working paper, World Bank Policy Research Working Paper No. 2871. | zh_TW |
| dc.relation.reference (參考文獻) | 18. Laeven, Luc, 2004, The Political Economy of Deposit Insurance, Journal of Financial Services Research 26, No. 3, 201-224. | zh_TW |
| dc.relation.reference (參考文獻) | 19. Nerlove, Marc, 2002, Essays in Panel Data Econometrics, (Cambridge Univ. Press, Cambridge). | zh_TW |
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| dc.relation.reference (參考文獻) | 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. | zh_TW |
| dc.relation.reference (參考文獻) | 22. International Association of Deposit Insurers, 2008, International Deposit Insurance Survey http://www.iadi.org/research.aspx?id=99 | zh_TW |
