| 存款人对我国商业银行市场约束力的实证研究 |
| |
| 引用本文： | 张剑,于久洪. 存款人对我国商业银行市场约束力的实证研究[J]. 北京市经济管理干部学院学报, 2009, 24(2): 33-37 |
| |
| 作者姓名： | 张剑 于久洪 |
| |
| 作者单位： | 1. 中国农业大学,北京,100083
2. 北京市经济管理干部学院,北京,100102 |
| |
| 摘 要： | 本文运用多因素计量经济模型实证了我国商业银行存款增长率与存贷比及其增长率、资产权益比率及其增长率、净值报酬率及其增长率这些风险变量之间的关系。结果表明，存款人对我国商业银行施加了一定的市场约束力，但市场约束力较弱，因而目前仍应以监管手段为主来控制商业银行的风险。
|
| 关 键 词： | 市场约束 隐性存款保险制度 信息披露 |
An Empirical Study on the Chinese Commercial Banks' Market Discipline for Depositors |
| |
| ZHANG Jian,YU Jiu-hong. An Empirical Study on the Chinese Commercial Banks' Market Discipline for Depositors[J]. Journal of Beijing Institute of Economic Management, 2009, 24(2): 33-37 |
| |
| Authors: | ZHANG Jian YU Jiu-hong |
| |
| Affiliation: | 1.China Agricultural University;Beijing 100083;China;2.Beijing Institute of Economic Management;Beijing 100102;China |
| |
| Abstract: | This paper demonstrated the relationship of these risk variables among Chinese commercial banks' deposit growth rate and deposit-loan ratio,deposit-loan ratio's growth rate,equity-assets ratio,equity-assets ratio growth rate,ROE and ROE growth rate using a multi-vector econometric model.The result of such model showed very weak market discipline of depositors over commercial banks,so in China the commercial banks' risk should be controlled mainly by the government regulations at present time. |
| |
| Keywords: | market discipline implicit deposit insurance system information disclosure |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
