欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
本文选择了108个国家在1980-2009年的样本数据，采用随机系数Logit模型，研究了宏观因素冲击对于银行危机的影响作用。研究结果表明，各种宏观因素的影响程度在不同经济发展水平国家的银行危机中具有明显的差异；银行体系的资产质量和流动性风险暴露是银行危机产生的最主要原因；且随着金融自由化和国际化的发展，银行危机的发生原因也逐渐发生变化。因此，与时俱进地采取某些监管措施，例如限制银行贷款增速、监控银行跨境资本流动、控制外债规模等，有助于降低银行危机发生的概率。
英文摘要：
By using random coefficient logit model, this paper adopts a sample of 108 countries spanning the period 1980-2009 to study the changes of macroeconomics in affecting banking crises. Empirical results by time show that, low GDP growth and weak trade will increase the probability of banking crises in 1980s. In 1990s, low GDP growth and high financial development are the main points incurring banking crises, while weak trade and high financial development become the main points of banking crises for the 21st century. In addition, the increase of banking capital flows has significant impacts on banking crises due to the financial globalization. For developing countries, low GDP growth, high financial development, weak trade, high banking capital flows and high external debt have significant impacts on banking crises. At the same time, high real interest rate, high domestic credit and high credit growth rate are the main factors of banking crises in developed countries.
同期刊论文项目
同项目期刊论文
Parametric and non-parametric combination model to enhance overall performance on default prediction
Do IPO Index Portfolios Improve the Investment Opportunity Set? Evidence from Chinese A-share Market
Intercorporate Default Contagion from Industry Failures: Stress Testing on Creditee Linkage Networks
Focused information criteria, model selection, and model averaging in a Tobit model with a nonzero t
期刊信息
位置：