银行规模、资本与货币政策传导效应——基于中国的实证研究
被引量：2
摘要
商业银行是货币政策传导的重要载体,而规模和资本水平不同的商业银行在货币政策传导中的效应存在差异。文章就我国银行业的数据实证检验银行规模、资本与货币政策传导的效应之间的关系。结果表明,银行贷款规模波动与银行规模正相关;银行信贷增长率与银行的杠杆率负相关;资本充足率和信贷规模正相关。
出处
《现代管理科学》
CSSCI
2012年第9期41-43,共3页
Modern Management Science
参考文献5
-
1冯科,何理.我国银行上市融资、信贷扩张对货币政策传导机制的影响[J].经济研究,2011,46(S2):51-62. 被引量：57
-
2黄飞鸣.从信用传导途径看中国货币政策的有效性[J].财经研究,2002,28(9):24-30. 被引量：21
-
3平新乔,杨慕云.信贷市场信息不对称的实证研究——来自中国国有商业银行的证据[J].金融研究,2009(3):1-18. 被引量：80
-
4Kishan Ruby P. ,Timothy P. Opiela,Bank Size,Bank Capital,and the Bank Lending Channel, Journal of Money,Credit and Banking,2000,32(1).
-
5Kopecky,K. , D. VanHoose,h Model of the Monetary Sector with and without Binding Capital Requirements,Journal of Banking and Finance, 2004, 28 (3).
二级参考文献53
-
1彭兴韵.流动性、流动性过剩与货币政策[J].理论参考,2008(2):28-32. 被引量：3
-
2穆争社.论信贷配给对宏观经济波动的影响[J].金融研究,2005(1):74-81. 被引量：58
-
3李扬,彭兴韵.存款准备金与资本充足率监管的货币政策效应[J].财经理论与实践,2005,26(3):11-17. 被引量：22
-
4蒋瑛琨,刘艳武,赵振全.货币渠道与信贷渠道传导机制有效性的实证分析——兼论货币政策中介目标的选择[J].金融研究,2005(5):70-79. 被引量：285
-
5Bester. H. , 1985, "'Screening vs. rationing in credit markets with imperfect information", American Ecomic Review Vol. 75, pp. 850 -855.
-
6Boot, A. W. A. , A. V. Thakor and G. F. Udell. 1991, “Secured lending and default risk: equilibrium analysis, policy implications and empirical results, ” The Economic Journal Vol. 101, pp. 458 -472.
-
7Chan, Y.S. and G. Kanatas, 1985, “Asymmetric valuation and the role of collateral in Loan agreements,”Journal of Mnnry, Credit and Banking Voi. 17, pp. 85 -95.
-
8Herzog, J. P. and J. S. Earlery 1970, "Home Mortgage Delinquency and Foreclosure," New York: National Bureau of Economic Research.
-
9Jimenez. G, Salas and Saurina. J, 2006, " Determinants of Collateral," Journal of Financial Economics, Vol 81, pp. 255 - 281.
-
10Jung, Allen F. , 1962."Terms of Conventional Mortgage Loans on Existing Houses," Journal of Finance, Vol. 17, pp. 432 - 443.
共引文献154
-
1刘梦媛,朱玉林.房地产价格与银行信贷之间风险传染机制研究[J].时代金融,2020,0(9):45-47. 被引量：2
-
2黄晶.货币政策的利率传导机制及其有效性研究[J].云南财经大学学报,2020(8):55-67. 被引量：5
-
3浮莉萍.农村信贷市场存在的问题研究——以云南省为例[J].农村经济与科技,2019,0(24):171-172.
-
4李静.信贷政策的区域实施效应分析[J].甘肃金融,2010(5):24-26.
-
5黄飞鸣.积极财政政策效应评析与展望[J].山西财政税务专科学校学报,2003,5(1):11-16.
-
6陆夏.虚拟经济中市场失灵特性的剖析[J].海派经济学,2013,11(2):128-139. 被引量：3
-
7靳来群,林金忠.政治关联所致信贷资源错配的缓解机制分析——基于信息不对称的视角[J].江苏社会科学,2015(5):56-63. 被引量：5
-
8黄飞鸣.试论中小企业融资渠道的选择[J].商业研究,2005(7):35-38. 被引量：24
-
9吴倩.论经济体制改革中的货币政策有效性——货币政策传导机制角度的研究[J].河南金融管理干部学院学报,2005,23(4):59-62. 被引量：3
-
10陈晓燕.利率调整对我国出口贸易的影响[J].科技和产业,2005,5(8):31-34. 被引量：4
同被引文献16
-
1Gulnur Muradoglu. Kivilcim Metinbetween stock returns and monetary variables: Evidence from an emerging market. Applied Financial Economics. 2001,12(11).
-
2Diamond, Douglas W. , Dybvig, Philip H. , "Bank Runs, De- posit Insurance, and Liquidity," Journal of Political Economy, vol. 6, ( 1983 ), pp. 401 - 419.
-
3Freixas, X. , Rochet, J. C. , M Banking, Cambridge, MA: MIT Press, 1997, pp. 226 - 228.
-
4Besanko, David, Thakor, Anjan V. , "Banking Dare Gulation : Allocation Conse- quences of Relaxing Entry Barriers, "Journal of Banking & Finance, vol. 3, ( 1992 ), pp. 909 - 932.
-
5Guzman, Mark G. , "Bank Structure, Capital Accumulation and Growth: A Simple Macroeconomic Model," Economic Theory, vol. 9, (2000) ,pp. 421 -455.
-
6Brissimis, Sophocles N. , Nicholas S. Magginas, "Changes in Financial Structure and Asset price Substitutability : A Test of the Bank Lending Channel," Economic Modeling, vol. 22, ( 2005 ), pp. 879 - 904.
-
7Bemanke, B. S. , A. S. Blinder, "Credit, Money and Aggre- gate Demand," Americana Review Papers and Proceedings, vol. 78, (1992) ,pp. 435 -439.
-
8Boot, A. W. A, Thakor, A. V. ," Moral Hazard and Secured Lending in an Infinitely Repeated Credit Market Game ," Internation- al Economic Review, vol. 4, ( 1994 ), pp. 899 - 920.
-
9Allen, F. , Gale, D. ," Financial Contagion," Journal of Political Economy, vol. 2, (2000) ,pp. 1 - 33.
-
10Boyd,John H. ,De Nicolo,G. ,"The Theory of Bank Risk Taking and Competition Revisited," Journal of Finance, vol. 3, ( 2005 ), pp. 783 - 804.
-
1李敏.我国财政支出规模波动简析[J].山西统计,2000(11):30-31. 被引量：1
-
2严长勇.不良贷款规模波动对经济增长影响的实证研究[J].金融理论探索,2016(3):33-38.
-
3徐利娟,刘庆.论我国预算会计存在的问题及解决对策[J].中国证券期货,2010,13(10X):58-58. 被引量：2
-
4方先明,谢雨菲,权威.影子银行规模波动对金融稳定的溢出效应[J].经济学家,2017(1):79-87. 被引量：53
-
5曹喆.我国金融机构信贷规模波动与GDP波动关系的研究[J].金融经济（下半月）,2015(3):110-112.
-
6蒋迪娜.中国资本外逃规模测算研究[J].河南金融管理干部学院学报,2007,25(5):44-47.
-
7牛润盛.基于MSVAR模型的社会融资规模调控非对称性研究[J].西部金融,2013(12):34-36.
-
8方大凡,王汉兴.多质负风险和[J].应用概率统计,2003,19(1):65-70. 被引量：9
-
9张龙,郭慧芳.基于RBC模型的国债规模对宏观经济波动的影响分析[J].中国市场,2014(46):15-16.
-
10牛润盛.金融脱媒背景下社会融资规模的工具选择[J].金融监管研究,2013(9):46-61. 被引量：11
