摘要
基于招商银行2002—2010年的季度数据,对非利息收入在营业收入中占比与股权收益率之间的关系进行实证分析,结果表明两变量之间存在协整关系。误差修正模型显示,非利息收入的短期变化以及经营绩效的均衡误差对商业银行经营绩效的短期波动产生重要影响,非利息收入在营业收入中占比是商业银行经营绩效的格兰杰原因。
Based on the quarter data from 2002 to 2010 of China Merchants Bank, this paper does the empirical analysis between the ratio of non-interest income and return on equity (ROE). The test result shows that there exists co-integration relationship between them. ECM shows that the both short-term fluctuation of non-interest income and the equilibrium error of operation performance have striking effect on the short-term fluctuation of operation performance of the commercial banks. The ratio of non-interest income in the business income granger causes the operation performance of the commercial banks .
出处
《河北经贸大学学报》
CSSCI
北大核心
2012年第4期41-45,共5页
Journal of Hebei University of Economics and Business
基金
2011年度黑龙江省哲学社会科学规划项目"国际金融危机在新时期的形成机理研究"(11D022)