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。 / 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.
Identifer | oai:union.ndltd.org:CHENGCHI/G0097352017 |
Creators | 謝佩珊 |
Publisher | 國立政治大學 |
Source Sets | National Chengchi University Libraries |
Language | 中文 |
Detected Language | English |
Type | text |
Rights | Copyright © nccu library on behalf of the copyright holders |
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