The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan

The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan

碩士 === 國立嘉義大學 === 應用經濟學系研究所 === 102 === This thesis is to investigate if risk-taking channel exists in small and open economies like Taiwan. Will there be different effects by different risk and monetary policy measures? This paper uses Taiwanese banks’ panel data over the period from 2003Q3 to 2013...

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Main Authors: Chen-Ya Chang, 張湞雅
Other Authors: Jui-Chuan Della Chang
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/g2mppp
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spelling ndltd-TW-102NCYU54120062019-05-15T21:32:56Z http://ndltd.ncl.edu.tw/handle/g2mppp The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan 貨幣政策對銀行風險承擔之影響─ 台灣動態縱橫資料之分析 Chen-Ya Chang 張湞雅 碩士 國立嘉義大學 應用經濟學系研究所 102 This thesis is to investigate if risk-taking channel exists in small and open economies like Taiwan. Will there be different effects by different risk and monetary policy measures? This paper uses Taiwanese banks’ panel data over the period from 2003Q3 to 2013Q2 and generalized method of moment (GMM) method, proposed by Arellano &; Bond (1991), to get empirical results. The results show that monetary policy measures of price and quantity remarkably affect the banks’ risk-taking behavior, and the transmission effects of risk-taking channel will be affected by macroeconomic environment and properties of different banks. Jui-Chuan Della Chang 張瑞娟 學位論文 ; thesis 84 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立嘉義大學 === 應用經濟學系研究所 === 102 === This thesis is to investigate if risk-taking channel exists in small and open economies like Taiwan. Will there be different effects by different risk and monetary policy measures? This paper uses Taiwanese banks’ panel data over the period from 2003Q3 to 2013Q2 and generalized method of moment (GMM) method, proposed by Arellano &; Bond (1991), to get empirical results. The results show that monetary policy measures of price and quantity remarkably affect the banks’ risk-taking behavior, and the transmission effects of risk-taking channel will be affected by macroeconomic environment and properties of different banks.
author2 Jui-Chuan Della Chang
author_facet Jui-Chuan Della Chang
Chen-Ya Chang
張湞雅
author Chen-Ya Chang
張湞雅
spellingShingle Chen-Ya Chang
張湞雅
The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan
author_sort Chen-Ya Chang
title The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan
title_short The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan
title_full The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan
title_fullStr The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan
title_full_unstemmed The Impacts of Monetary Policy on Bank’s Risk-Taking: A Dynamic Panel Data Analysis in Taiwan
title_sort impacts of monetary policy on bank’s risk-taking: a dynamic panel data analysis in taiwan
url http://ndltd.ncl.edu.tw/handle/g2mppp
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