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銀行績效與多角化之關係：線性或非線性 = The Relationshi...

國立高雄大學經營管理研究所

銀行績效與多角化之關係：線性或非線性 = The Relationship between Performance and Diversification:Linearity or Nonlinearity

紀錄類型:	書目-語言資料,印刷品 : 單行本
並列題名:	The Relationship between Performance and Diversification:Linearity or Nonlinearity
作者:	李威宏,
其他團體作者:	國立高雄大學
出版地:	[高雄市]
出版者:	撰者;
出版年:	民99[2010]
面頁冊數:	63面圖，表 : 30公分;
標題:	多角化
標題:	Diversification
電子資源:	http://handle.ncl.edu.tw/11296/ndltd/17935301460347274286
摘要註:	本研究以收入及資產來定義銀行多角化，並且建構銀行多角化程度的衡量指標。本文首先探討銀行多角化對其績效的影響，進行實證分析。其次，探討在銀行規模及公司治理程度不同的情況下，多角化經營對銀行績效的影響又將會產生什麼變化。然而多角化程度與其銀行績效兩者的關係，在過去的研究中並沒有一致性的結果。因此我們利用由González et al. (2005)所提出縱橫平滑移轉模型(Panel Smooth Transition Regression model; PSTR)檢測多角化程度與其銀行績效是否存在非線性的關係。本文研究期間為1999到2009之平衡縱橫(balanced panel data)年資料，研究對象為台灣本國商業銀行與中小企業銀行，文中分別以多角化指標、銀行規模與董監事持股視為門檻變數進行探討，其結果顯示多角化與績效之間的確存在非線性的關係。 The objective of this study is to constructs the dimension of bank’s diversification according to two different aspects. One is in terms of the sources of the bank’s revenues and another is in terms of bank’s assets. First of all, this study investigates the impact of bank diversification on its performance. Second, under the conditions of bank size and its corporate governance, the influence of bank diversification on its performance is also examined.Because there is no consensus of the effect of bank diversification on its performance, an alternative approach, Panel Smooth Transition Regression model (PSTR) proposed by González et al. (2005), is employed to test whether the nonlinearity relationship between bank diversification and performance exist. Annual data of Taiwan Commercial Banks and Business Bank from 1999 to 2009 are used in this study. Diversification index, bank size and insider ownership are regarded as a threshold variable. The results show that non-linear relationship between bank diversification and its performance does exist. The threshold values of diversification index, bank size and insider ownership are identified in this study.

銀行績效與多角化之關係：線性或非線性 = The Relationship between Performance and Diversification:Linearity or Nonlinearity
李, 威宏

銀行績效與多角化之關係：線性或非線性 = The Relationship between Performance and Diversification:Linearity or Nonlinearity / 李威宏撰 - [高雄市] : 撰者, 民99[2010]. - 63面 ; 圖，表 ; 30公分.
參考書目：面.
多角化Diversification

銀行績效與多角化之關係：線性或非線性 = The Relationship between Performance and Diversification:Linearity or Nonlinearity
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