| dc.contributor.advisor | 黃台心 | zh_TW |
| dc.contributor.author (Authors) | 謝佩珊 | zh_TW |
| dc.creator (作者) | 謝佩珊 | zh_TW |
| dc.date (日期) | 2009 | en_US |
| dc.date.accessioned | 8-Dec-2010 01:56:55 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 01:56:55 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 01:56:55 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097352017 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49010 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 金融研究所 | zh_TW |
| dc.description (描述) | 97352017 | zh_TW |
| dc.description (描述) | 98 | zh_TW |
| dc.description.abstract (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。 | zh_TW |
| dc.description.abstract (摘要) | 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. | en_US |
| dc.description.tableofcontents | 第一章 緒論 1 第一節. 研究背景 1 第二節. 研究動機與目的 2 第三節. 研究架構 2 第二章 文獻回顧 4 第一節. PANZAR-ROSSE方法 5 第二節. LERNER INDEX方法 9 第三章 實證模型 10 第一節. PANZAR-ROSSE方法 10 第二節. 市場長期均衡式 13 第三節. 結構性分析法 14 第四節. 分量迴歸方法 15 第五節. LERNER INDEX方法 16 第四章 資料分析 18 第五章 實證結果分析 21 第一節. PR模型實證分析 21 第二節. 市場長期均衡實證分析 23 第三節. 結構性指標實證分析 24 第四節. 分量迴歸實證分析 25 第五節. LERNER INDEX實證分析 28 第六章 結論 32 參考文獻 34 附錄 38 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097352017 | en_US |
| dc.subject (關鍵詞) | 銀行競爭 | zh_TW |
| dc.subject (關鍵詞) | 分量迴歸 | zh_TW |
| dc.subject (關鍵詞) | Panzar & Rosse | en_US |
| dc.subject (關鍵詞) | Lerner index | en_US |
| dc.title (題名) | 東亞十國銀行業競爭型態之分析 | zh_TW |
| dc.title (題名) | Competitive conditions in East Asian banking systems | en_US |
| dc.type (資料類型) | thesis | en |
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