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多國觀點下銀行流動性創造與經濟成長之因果關係 = Causality o...

國立高雄大學經營管理研究所

多國觀點下銀行流動性創造與經濟成長之因果關係 = Causality of Bank Liquidity Creation and Economic Growth from Multinational Perspectives

Record Type:	Language materials, printed : monographic
Paralel Title:	Causality of Bank Liquidity Creation and Economic Growth from Multinational Perspectives
Author:	張智傑,
Secondary Intellectual Responsibility:	國立高雄大學
Place of Publication:	[高雄市]
Published:	撰者;
Year of Publication:	2009[民98]
Description:	57面圖、表 : 30公分;
Subject:	流動性創造
Subject:	bank
Online resource:	http://handle.ncl.edu.tw/11296/ndltd/23012674833743043541
Notes:	參考書目：面
Notes:	指導教授：陳怡凱
Summary:	在真實環境下，銀行的流動性創造與經濟成長具有密切相關性。銀行的流動性創造能力扮演了刺激經濟成長的重要角色。然而彼此之間的因果關係的探討卻少被提及。過去的文獻指出流動性創造在金融危機發生的前有極明顯的變動。然而銀行可能會受到景氣的好壞狀況影響其放款意願。因此本研究探討銀行流動性創造與經濟成長間彼此的領先與落後關係。本文利用Granger causality 檢測10個已開發國家的商業銀行其1994年至2006年總和流動性創造與經濟成長之間的關係。研究結果指出10個研究對象中並未有完全一致的結果。在西班牙中，經濟成長為領先因子；法國、紐西蘭與美國則發現有回饋效果的情形。進一步研究大銀行流動性創造與經濟成長的關係則發現與前述採用全部銀行流動性創造所做出的結果一致。 In the real world, the liquidity creation from the bank is closely related to the economic growth. Liquidity creation from the bank plays an important role on stimulating economic growth. However, the causality between liquidity creation and economic growth is an unclear issue. Existing literatures indicate the liquidity creation may change dramatically before financing crisis. Yet, the bank might be more willing to lend money to firms during the higher growth than lower growth. Furthermore, we test the lead and lag relationship between liquidity creation and economic growth. The results show that GDP is a leading factor to bank liquidity creation in Spain. And there is a feedback effect in France, New Zealand and USA. When we test the Granger causality relationship between large bank liquidity creation and GDP, the result is consistent.

多國觀點下銀行流動性創造與經濟成長之因果關係 = Causality of Bank Liquidity Creation and Economic Growth from Multinational Perspectives
張, 智傑

多國觀點下銀行流動性創造與經濟成長之因果關係 = Causality of Bank Liquidity Creation and Economic Growth from Multinational Perspectives / 張智傑撰 - [高雄市] : 撰者, 2009[民98]. - 57面 ; 圖、表 ; 30公分.
參考書目：面指導教授：陳怡凱.
流動性創造bank

多國觀點下銀行流動性創造與經濟成長之因果關係 = Causality of Bank Liquidity Creation and Economic Growth from Multinational Perspectives
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