国际短期资本流动对我国商业银行体系稳定性影响的实证分析

Empirical Research on the Influences of Commercial Banking System Stability Brought by International Short-Term Capital Flows in China

本文主要研究国际短期资本流动对我国商业银行体系稳定性的影响。通过利用因子分析法构建商业银行体系稳定性综合指数,并用最小二乘法分析了两者之间的关系。经研究发现,目前国际短期资本流入对我国商业银行体系稳定性并未产生不利影响,反而出现显著的正相关关系。

This paper will focus on the influences on Chinese commercial banking system stability brought by international short-term capital flows. We will establish a composite index which indicates commercial banking system stability using factor analysis method, and then analyze the relationship between them by using least square method. As a result, international short-term capital inflow has not negatively influenced on the commercial banking system stability in China. Instead, it has a positive effect on commercial banking system stability.