资本监管对银行风险非线性的影响
注释:
①41家银行既包括中国工商银行、中国建设银行、中国银行、中国农业银行4家国有商业银行,还有交通银行、招商银行、中信银行、浦发银行、民生银行、兴业银行、平安银行(原深圳发展银行)、华夏银行、北京银行、南京银行、宁波银行等上市的股份制银行以及上海银行、东莞商业银行、汉口银行、顺德农商银行等一些城市商业、农村商业银行。
参考文献:
[1]连平, 孙兆斌, 徐光林. 中国商业银行流动性评价及其影响因素分析[J].新金融, 2009(8): 4-9.
[2]刘敏, 曹衷阳. 居民收入对消费影响的门槛效应研究——基于居民收入差距视角[J].软科学, 2012, 25(11): 30-35.
[3]刘晓欣, 王飞. 中国微观银行特征的货币政策风险承担渠道检验——基于我国银行业的实证研究[J].国际金融研究, 2013(9):75-88.
[4]王飞, 李雅楠, 刘文栋. 杠杆率顺周期性及其对银行资产负债表的影响——基于我国161家银行的实证分析[J].上海金融, 2013(10):33-40.
[5]王飞. 商业银行风险承担、宏观审慎政策与货币政策协调性研究[D].天津:南开大学, 2014.
[6]王胜邦. 资本约束对信贷扩张及经济增长的影响: 分析框架和典型案例[J].产业经济研究, 2007(4): 44-52.
[7]余玲铮, 魏下海. 金融发展加剧了中国收入不平等吗?——基于门槛回归模型的证据[J].财经研究, 2012(3): 105-114.
[8]Berger A N, Klapper L F, Turk-Ariss R. Bank competition and financial stability[J].Journal of Financial Services Research, 2009, 35(2): 99-118.
[9]Boot W A, Greenbaum S I. Bank regulation, reputation and rents: Theory and policy implications[M].1992.
[10]Calem P, Rob R. The impact of capital-based regulation on bank risk-taking[J].Journal of Financial Intermediation, 1999, 8(4): 317-352.
[11] Calomiris C W, Kahn C M. The role of demandable debt in structuring optimal banking arrangements[J].The American Economic Review, 1991: 497-513.
[12]Delis M D, Kouretas G P. Interest rates and bank risk-taking[J].Journal of Banking & Finance, 2011, 35(4): 840-855.
[13]Demirgü-Kunt A, Huizinga H. Bank activity and funding strategies: The impact on risk and returns[J].Journal of Financial Economics, 2010, 98(3): 626-650.
[14]Demsetz R, Saidenberg M, Strahan P. Banks with something to lose: The disciplinary role of franchise value[J].Economic Policy Review, 1996, 2(2).
[15]Diamond D W, Rajan R G. A theory of bank capital[J].The Journal of Finance, 2000, 55(6): 2431-2465.
[16]Freixas X, Rochet J C. Microeconomics of banking[J].1997.
[17]Furlong F T, Keeley M C. Capital regulation and bank risk-taking: A note[J].Journal of banking & finance, 1989, 13(6): 883-891.
[18]Haldane A G. Rethinking the financial network[M].Springer Fachmedien Wiesbaden, 2013.
[19]Hansen B E. Threshold effects in non-dynamic panels: Estimation, testing, and inference[J].Journal of econometrics, 1999, 93(2): 345-368.
[20]Hellmann T F, Murdock K C, Stiglitz J E. Liberalization, moral hazard in banking, and prudential regulation: Are capital requirements enough?[J].American economic review, 2000: 147-165., 百拇医药(刘文栋王飞)
①41家银行既包括中国工商银行、中国建设银行、中国银行、中国农业银行4家国有商业银行,还有交通银行、招商银行、中信银行、浦发银行、民生银行、兴业银行、平安银行(原深圳发展银行)、华夏银行、北京银行、南京银行、宁波银行等上市的股份制银行以及上海银行、东莞商业银行、汉口银行、顺德农商银行等一些城市商业、农村商业银行。
参考文献:
[1]连平, 孙兆斌, 徐光林. 中国商业银行流动性评价及其影响因素分析[J].新金融, 2009(8): 4-9.
[2]刘敏, 曹衷阳. 居民收入对消费影响的门槛效应研究——基于居民收入差距视角[J].软科学, 2012, 25(11): 30-35.
[3]刘晓欣, 王飞. 中国微观银行特征的货币政策风险承担渠道检验——基于我国银行业的实证研究[J].国际金融研究, 2013(9):75-88.
[4]王飞, 李雅楠, 刘文栋. 杠杆率顺周期性及其对银行资产负债表的影响——基于我国161家银行的实证分析[J].上海金融, 2013(10):33-40.
[5]王飞. 商业银行风险承担、宏观审慎政策与货币政策协调性研究[D].天津:南开大学, 2014.
[6]王胜邦. 资本约束对信贷扩张及经济增长的影响: 分析框架和典型案例[J].产业经济研究, 2007(4): 44-52.
[7]余玲铮, 魏下海. 金融发展加剧了中国收入不平等吗?——基于门槛回归模型的证据[J].财经研究, 2012(3): 105-114.
[8]Berger A N, Klapper L F, Turk-Ariss R. Bank competition and financial stability[J].Journal of Financial Services Research, 2009, 35(2): 99-118.
[9]Boot W A, Greenbaum S I. Bank regulation, reputation and rents: Theory and policy implications[M].1992.
[10]Calem P, Rob R. The impact of capital-based regulation on bank risk-taking[J].Journal of Financial Intermediation, 1999, 8(4): 317-352.
[11] Calomiris C W, Kahn C M. The role of demandable debt in structuring optimal banking arrangements[J].The American Economic Review, 1991: 497-513.
[12]Delis M D, Kouretas G P. Interest rates and bank risk-taking[J].Journal of Banking & Finance, 2011, 35(4): 840-855.
[13]Demirgü-Kunt A, Huizinga H. Bank activity and funding strategies: The impact on risk and returns[J].Journal of Financial Economics, 2010, 98(3): 626-650.
[14]Demsetz R, Saidenberg M, Strahan P. Banks with something to lose: The disciplinary role of franchise value[J].Economic Policy Review, 1996, 2(2).
[15]Diamond D W, Rajan R G. A theory of bank capital[J].The Journal of Finance, 2000, 55(6): 2431-2465.
[16]Freixas X, Rochet J C. Microeconomics of banking[J].1997.
[17]Furlong F T, Keeley M C. Capital regulation and bank risk-taking: A note[J].Journal of banking & finance, 1989, 13(6): 883-891.
[18]Haldane A G. Rethinking the financial network[M].Springer Fachmedien Wiesbaden, 2013.
[19]Hansen B E. Threshold effects in non-dynamic panels: Estimation, testing, and inference[J].Journal of econometrics, 1999, 93(2): 345-368.
[20]Hellmann T F, Murdock K C, Stiglitz J E. Liberalization, moral hazard in banking, and prudential regulation: Are capital requirements enough?[J].American economic review, 2000: 147-165., 百拇医药(刘文栋王飞)