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題名 台灣公股銀行的放款行為與景氣循環之關聯性
Relationship between lending behavior and business cycle of public banks in Taiwan
作者 邱唯婷
Chiu, Wei Ting
貢獻者 張興華
邱唯婷
Chiu, Wei Ting
關鍵詞 公股銀行
放款
信用循環
日期 2012
上傳時間 1-Jul-2013 17:52:03 (UTC+8)
摘要 　　本研究藉由選舉、政府持有政治力等政治力因素對銀行的借貸行為間的關聯性，透過多元迴歸模型(Multiple regression model) 檢驗，探討台灣的銀行業在不同的景氣循環之下的放款行為的差別。本論文考慮公股銀行受到政治力影響的因素，研究其在景氣循環中放款行為的變化、與在公股銀行可能在金融市場中擔任的角色；最後則嘗試解釋其放款行為變化的原因。
     　　實證結果顯示在景氣循環的過程中公股銀行相較於民營銀行而言，扮演了平緩信用的腳色。而此行為並不可單純論為公營事業管理人的懶惰行為，其原因值得進一步探討。
參考文獻 1. Andrianova, S., Demetriades, P. O., & Shortland, A. (2010). Is Government Ownership of Banks Really Harmful to Growth? SSRN eLibrary.
     2. Beck, T., Cull, R., & Jerome, A. (2005). Bank Privatization and Performance: Empirical Evidence from Nigeria. Journal of Banking & Finance, 29(8-9), 2355-2379.
     3. Berger, A. N., Clarke, G. R. G., Cull, R., Klapper, L., & Udell, G. F. (2005). Corporate governance and bank performance: A Joint Analysis of The Static, Selection, and Dynamic Effects of Domestic, Foreign, and State Ownership. Journal of Banking & Finance, 29(8-9), 2179-2221.
     4. Bonin, J. P., Hasan, I., & Wachtel, P. (2005). Privatization Matters: Bank Efficiency in Transition Countries. Journal of Banking & Finance, 29(8-9), 2155-2178.
     5. Cecchetti, S., Krause, S., 2001. Financial structure, macroeconomic stability and monetary policy. NBER WP 8354.
     6. Demirguc-Kunt, A., & Huizinga, H. (2000). Financial Structure and Bank Profitability. SSRN eLibrary.
     7. Demirgüç-Kunt, A., Huizinga, H., (2000). Determinants of commercial bank interest margins and profitability: some international evidence. World Bank Economic Review 13, 379–408.
     8. Dinc, S., 2005. Politicians and banks: political influences on government-owned banks in emerging countries. Journal of
     9. Kaminsky, G., Reinhart, C.C., Vegh, C., 2005. When it rains it pours: procyclical capital flows and macroeconomic policies. In: Gertler, M., Rogoff, K. (Eds.), NBER Macroeconomics Annual. MIT Press, Cambridge, MA, pp. 11–53.
     10. Farazi, S., Feyen, E. H., & Rocha, R. d. (2011). Bank Ownership and Performance in The Middle East and North Africa Region. SSRN eLibrary.
     11. Financial Economics 77, 453–479.
     12. Galindo, A., & Micco, A. (2004). Do State Owned Banks Promote Growth? Cross-country Evidence for Manufacturing Industries. Economics Letters, 84(3), 371-376.
     13. Galindo, A., Micco, A., Powell, A., 2003, Loyal Lending or Fickle Financing: Foreign Banks in Latin America, mimeo, Inter-
     14. Gavin, M., Perotti, R., 1997. Fiscal policy in Latin. In: Bernanke, B., Rotemberg, J. (Eds.), NBER Macroeconomics Annual. MIT
     15. Guerson, A., 2005, On the Optimality of Procyclical Fiscal Policy when the Government can Default, mimeo, The Word Bank.
     16. Iannotta, G., Nocera, G., & Sironi, A. (2011). The Impact of Government Ownership on Bank Risk Profile and Lending Behaviour. SSRN eLibrary.
     17. Korner, T., & Schnabel, I. (2010). Public Ownership of Banks and Economic Growth─The Role of Heterogeneity. SSRN eLibrary.
     18. La Porta, R., Lopez-De-Silanes, F., & Shleifer, A. (2002). Government Ownership of Banks. Journal of Finance, 57(1), 265-301.
     19. Micco, A., Panizza, U. G., & Yanez, M. (2004). Bank Ownership and Performance. SSRN eLibrary.
     20. Micco, A., Panizza, U., & Yanez, M. (2007). Bank Ownership and Performance. Does Politics Matter? Journal of Banking & Finance, 31(1), 219-241.
     21. Paola, S. (2004). The Effects of Government Ownership on Bank Lending. Journal of Financial Economics, 72(2), 357-384.
     22. Press, Cambridge, MA, pp. 11–61.
     23. 楊蓁海(民94)。我國銀行授信行為與景氣循環的關係:兼論新版巴賽爾資本協定的順循環影響效果暨因應之道，中央銀行季刊，第二十八卷第一期，43-72。
     24. 汪建男、林文琇(民90)。金融監理的順循環問題及其改善對策，國際金融參考資料，第四十七輯，216-225。
     25. 台灣金融教育協會(2010)。2009年暨2010年上半年上市櫃銀行財務績效評比。http://www.beat.org.tw/
     26. 行政院金融監督管理委員會─銀行局(2011)。金融控股公司設立情形表、金融整併及外資入股金融機構情形。http://www.banking.gov.tw/ch/home.jsp?id=330&parentpath=0,8
     27. 趙莊敏、戴德昇(2006)。台灣銀行股權結構、董事會特性與其經營成本效率之相關性研究。台灣金融財務季刊，7(3)，95-125。
     28. 許凌瑄(2011)。政府持有銀行之股權是否影響其銀行之績效、放款行為以及風險。銘傳大學企業管理學系碩士班。
     29. 吳親恩(2008)。政治力對金融體系的干預：台灣本土型金融風暴與重建。中央研究院政治學研究所。第47卷4期。
描述 碩士
國立政治大學
金融研究所
100352010
101
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0100352010
資料類型 thesis
dc.contributor.advisor 張興華zh_TW
dc.contributor.author (Authors) 邱唯婷zh_TW
dc.contributor.author (Authors) Chiu, Wei Tingen_US
dc.creator (作者) 邱唯婷zh_TW
dc.creator (作者) Chiu, Wei Tingen_US
dc.date (日期) 2012en_US
dc.date.accessioned 1-Jul-2013 17:52:03 (UTC+8)-
dc.date.available 1-Jul-2013 17:52:03 (UTC+8)-
dc.date.issued (上傳時間) 1-Jul-2013 17:52:03 (UTC+8)-
dc.identifier (Other Identifiers) G0100352010en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/58726-
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) 100352010zh_TW
dc.description (描述) 101zh_TW
dc.description.abstract (摘要) 　　本研究藉由選舉、政府持有政治力等政治力因素對銀行的借貸行為間的關聯性，透過多元迴歸模型(Multiple regression model) 檢驗，探討台灣的銀行業在不同的景氣循環之下的放款行為的差別。本論文考慮公股銀行受到政治力影響的因素，研究其在景氣循環中放款行為的變化、與在公股銀行可能在金融市場中擔任的角色；最後則嘗試解釋其放款行為變化的原因。
     　　實證結果顯示在景氣循環的過程中公股銀行相較於民營銀行而言，扮演了平緩信用的腳色。而此行為並不可單純論為公營事業管理人的懶惰行為，其原因值得進一步探討。		zh_TW
dc.description.tableofcontents 圖表目錄 iii
     第一章　　緒論 1
     第一節　研究背景 1
     第二節　研究動機與假說 3
     第二章　　文獻回顧 6
     第一節　政府持有銀行股權與銀行績效 6
     第二節　政府持股銀行與銀行放款行為和銀行風險 7
     第三節　我國公營銀行體制介紹 9
     第三章　　研究方法 15
     第一節　資料來源與變數定義 15
     第二節　實證模型 18
     第四章　　實證分析與結果 21
     第一節　公股銀行在景氣循環中的腳色 21
     第二節　公股銀行放款行為逆景氣循環成因 24
     第五章　　結論 27
     參考文獻 28		zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0100352010en_US
dc.subject (關鍵詞) 公股銀行zh_TW
dc.subject (關鍵詞) 放款zh_TW
dc.subject (關鍵詞) 信用循環zh_TW
dc.title (題名) 台灣公股銀行的放款行為與景氣循環之關聯性zh_TW
dc.title (題名) Relationship between lending behavior and business cycle of public banks in Taiwanen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 1. Andrianova, S., Demetriades, P. O., & Shortland, A. (2010). Is Government Ownership of Banks Really Harmful to Growth? SSRN eLibrary.
     2. Beck, T., Cull, R., & Jerome, A. (2005). Bank Privatization and Performance: Empirical Evidence from Nigeria. Journal of Banking & Finance, 29(8-9), 2355-2379.
     3. Berger, A. N., Clarke, G. R. G., Cull, R., Klapper, L., & Udell, G. F. (2005). Corporate governance and bank performance: A Joint Analysis of The Static, Selection, and Dynamic Effects of Domestic, Foreign, and State Ownership. Journal of Banking & Finance, 29(8-9), 2179-2221.
     4. Bonin, J. P., Hasan, I., & Wachtel, P. (2005). Privatization Matters: Bank Efficiency in Transition Countries. Journal of Banking & Finance, 29(8-9), 2155-2178.
     5. Cecchetti, S., Krause, S., 2001. Financial structure, macroeconomic stability and monetary policy. NBER WP 8354.
     6. Demirguc-Kunt, A., & Huizinga, H. (2000). Financial Structure and Bank Profitability. SSRN eLibrary.
     7. Demirgüç-Kunt, A., Huizinga, H., (2000). Determinants of commercial bank interest margins and profitability: some international evidence. World Bank Economic Review 13, 379–408.
     8. Dinc, S., 2005. Politicians and banks: political influences on government-owned banks in emerging countries. Journal of
     9. Kaminsky, G., Reinhart, C.C., Vegh, C., 2005. When it rains it pours: procyclical capital flows and macroeconomic policies. In: Gertler, M., Rogoff, K. (Eds.), NBER Macroeconomics Annual. MIT Press, Cambridge, MA, pp. 11–53.
     10. Farazi, S., Feyen, E. H., & Rocha, R. d. (2011). Bank Ownership and Performance in The Middle East and North Africa Region. SSRN eLibrary.
     11. Financial Economics 77, 453–479.
     12. Galindo, A., & Micco, A. (2004). Do State Owned Banks Promote Growth? Cross-country Evidence for Manufacturing Industries. Economics Letters, 84(3), 371-376.
     13. Galindo, A., Micco, A., Powell, A., 2003, Loyal Lending or Fickle Financing: Foreign Banks in Latin America, mimeo, Inter-
     14. Gavin, M., Perotti, R., 1997. Fiscal policy in Latin. In: Bernanke, B., Rotemberg, J. (Eds.), NBER Macroeconomics Annual. MIT
     15. Guerson, A., 2005, On the Optimality of Procyclical Fiscal Policy when the Government can Default, mimeo, The Word Bank.
     16. Iannotta, G., Nocera, G., & Sironi, A. (2011). The Impact of Government Ownership on Bank Risk Profile and Lending Behaviour. SSRN eLibrary.
     17. Korner, T., & Schnabel, I. (2010). Public Ownership of Banks and Economic Growth─The Role of Heterogeneity. SSRN eLibrary.
     18. La Porta, R., Lopez-De-Silanes, F., & Shleifer, A. (2002). Government Ownership of Banks. Journal of Finance, 57(1), 265-301.
     19. Micco, A., Panizza, U. G., & Yanez, M. (2004). Bank Ownership and Performance. SSRN eLibrary.
     20. Micco, A., Panizza, U., & Yanez, M. (2007). Bank Ownership and Performance. Does Politics Matter? Journal of Banking & Finance, 31(1), 219-241.
     21. Paola, S. (2004). The Effects of Government Ownership on Bank Lending. Journal of Financial Economics, 72(2), 357-384.
     22. Press, Cambridge, MA, pp. 11–61.
     23. 楊蓁海(民94)。我國銀行授信行為與景氣循環的關係:兼論新版巴賽爾資本協定的順循環影響效果暨因應之道，中央銀行季刊，第二十八卷第一期，43-72。
     24. 汪建男、林文琇(民90)。金融監理的順循環問題及其改善對策，國際金融參考資料，第四十七輯，216-225。
     25. 台灣金融教育協會(2010)。2009年暨2010年上半年上市櫃銀行財務績效評比。http://www.beat.org.tw/
     26. 行政院金融監督管理委員會─銀行局(2011)。金融控股公司設立情形表、金融整併及外資入股金融機構情形。http://www.banking.gov.tw/ch/home.jsp?id=330&parentpath=0,8
     27. 趙莊敏、戴德昇(2006)。台灣銀行股權結構、董事會特性與其經營成本效率之相關性研究。台灣金融財務季刊，7(3)，95-125。
     28. 許凌瑄(2011)。政府持有銀行之股權是否影響其銀行之績效、放款行為以及風險。銘傳大學企業管理學系碩士班。
     29. 吳親恩(2008)。政治力對金融體系的干預：台灣本土型金融風暴與重建。中央研究院政治學研究所。第47卷4期。		zh_TW