摘要
选取14家上市银行的年度数据,并对资产增长率、总资产收益率、流动性等原始指标进行处理,构建了动态面板模型,然后采用系统GMM的方法对动态面板数据模型进行评估,进而对上市银行杠杆顺周期性进行实证研究,并分析相关的影响因素。
This paper selects the annual data of 14 listed banks and constructs a dynamic panel model by dealing with the original index of asset growth rate,total asset return rate and liquidity.And then,we makes an empirical research on the level of leveraging cycle of the bank of our country by evaluating the dynamic panel data model with the method of system GMM.At last,the related influence factors have also been analyzed.
作者
卢金荣
LU Jin-rong(Department of Business,Minnan Normal Universtiy,Zhangzhou 363000,Fujian,China)
出处
《牡丹江师范学院学报(社会科学版)》
2019年第2期19-26,共8页
Journal of Mudanjiang Normal University(Social Sciences Edition)
基金
2018年度福建省社会科学规划项目(FJ2018C039)
2018福建省中青年教师教育科研项目(JAS180227)
关键词
上市银行
杠杆
顺周期
listed Banks
leverage
pro-cyclicality