Return to search

探討亞洲銀行業非利息收入與淨利差之關係及利差決定因子 / The interrelationship between net interest margin and noninterest income and the determinants of net interest margin for Asian banks.

This paper explores the interrelationship between the net interest margin (NIM) and noninterest income and their determinants for banks in 9 Asian countries over the period 1998-2010. A simultaneous equations system is used to deal with endogenous regressors and its structural parameters are identified under a heteroskedastic covariance restriction, proposed by Lewbel (2012). The renovated Lerner Index proposed by Huang et al. (2013) is factored as a more robust proxy for market power over HHI. Our results demonstrate significantly positive relationship between the NIM and noninterest income, suggesting overall benefits for banks from income diversification. In addition, the loss-leader behavior is not supported in the sample countries.

Identiferoai:union.ndltd.org:CHENGCHI/G1003520071
Creators林文健
Publisher國立政治大學
Source SetsNational Chengchi University Libraries
Language英文
Detected LanguageEnglish
Typetext
RightsCopyright © nccu library on behalf of the copyright holders

Page generated in 0.0018 seconds