| dc.contributor.advisor | 黃台心 | zh_TW |
| dc.contributor.author (Authors) | 李維傑 | zh_TW |
| dc.creator (作者) | 李維傑 | zh_TW |
| dc.date (日期) | 2009 | en_US |
| dc.date.accessioned | 8-Dec-2010 01:56:57 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 01:56:57 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 01:56:57 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097352020 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49012 | - |
| 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) | 97352020 | zh_TW |
| dc.description (描述) | 98 | zh_TW |
| dc.description.abstract (摘要) | Eastern European countries have experienced many political upheavals and economic reforms since their declaration of independence of the U.S.S.R. Our study is intended for a series of estimations concerning the market structure of the banking in the Eastern European countries. Besides, we also attempt to assess the transformation of the competitive conditions of the banking industries in these countries. We employ three different methods for the assessment: The Panzar-Rosse Model, the Lerner index and the structural indicators (Concentration Ratio and HHI). We also use quantile regression to estimate the change of the H statistics corresponding to different deciles of the bank revenues beside the standard regression. The estimation results of the H statistics and the Lerner indice both indicate the banking markets of the Eastern European countries are characterized as monopolistic competition. Profitable banks in some countries face keener competition in the market. Besides, the Lerner index is affected by some variables, and tends to show the consistent estimation results with the H statistic in general. On the other hand, the structural indicators reveal a descending concentration in most Eastern European countries. However, the comparison between structural and non-structural methods does not support the general view that concentration undermines competition. | en_US |
| dc.description.tableofcontents | I. Introduction 1 II. Literature Retrospection 5 1. Structure Method 5 2. Panzar-Rosse Model 8 3. Lerner Index 16 III. Methodology 18 1. Panzar-Rosse Model estimated by panel regression 18 2. Panzar-Rosse Model by Quantile Regression 25 3. Equilibrium Estimation 28 4. Lerner Index 29 5. Indicators of Structure Method 33 IV. Data and Estimation 35 V. Empirical Result 38 1. Panzar-Rosse Model Estimation 38 2. Lerner Index Estimation 52 3. Structural Indicators 56 4. Comparisons: structural and non-structural indicators 62 VI. Conclusion 65 Appendix 68 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097352020 | en_US |
| dc.subject (關鍵詞) | Competition | en_US |
| dc.subject (關鍵詞) | Concentration | en_US |
| dc.subject (關鍵詞) | Panzar-Rosse Model | en_US |
| dc.subject (關鍵詞) | Lerner index | en_US |
| dc.subject (關鍵詞) | Contestability | en_US |
| dc.title (題名) | 東歐國家銀行業市場結構與競爭程度分析 | zh_TW |
| dc.title (題名) | Market structure and competitive conditions of the banking industry in Eastern European countries | en_US |
| dc.type (資料類型) | thesis | en |
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