An empirical study of capital buffer, liquidity creation and business cycle
碩士 === 國立臺北商業大學 === 財務金融研究所 === 103 === This study investigates the relationship between the capital buffer of banks and the liquidity creation and business cycle for 33 banks in Taiwan. Due to the financial crisis in 2008 to 2009, people start paying attention to the liquidity creation issue. Most...
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2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/k3h39d |
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ndltd-TW-103NTB053040102019-05-15T22:25:52Z http://ndltd.ncl.edu.tw/handle/k3h39d An empirical study of capital buffer, liquidity creation and business cycle 緩衝資本、流動性創造與景氣循環之台灣銀行業實證研究 Shiau-Chiao Sun 孫筱喬 碩士 國立臺北商業大學 財務金融研究所 103 This study investigates the relationship between the capital buffer of banks and the liquidity creation and business cycle for 33 banks in Taiwan. Due to the financial crisis in 2008 to 2009, people start paying attention to the liquidity creation issue. Most of past literatures focus on the relationships merely between the business cycle and capital buffer, but without the liquidity creation. We use panel data to investigate if there is procyclical for Taiwan’s bank from 2003/1/1 to 2013/12/31. The results show that there is an interaction effect between capital buffer and liquidity creation. Lung-Fu Chang 張龍福 2015 學位論文 ; thesis 44 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
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碩士 === 國立臺北商業大學 === 財務金融研究所 === 103 === This study investigates the relationship between the capital buffer of banks and the liquidity creation and business cycle for 33 banks in Taiwan. Due to the financial crisis in 2008 to 2009, people start paying attention to the liquidity creation issue. Most of past literatures focus on the relationships merely between the business cycle and capital buffer, but without the liquidity creation.
We use panel data to investigate if there is procyclical for Taiwan’s bank from 2003/1/1 to 2013/12/31. The results show that there is an interaction effect between capital buffer and liquidity creation.
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| author2 |
Lung-Fu Chang |
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Lung-Fu Chang Shiau-Chiao Sun 孫筱喬 |
| author |
Shiau-Chiao Sun 孫筱喬 |
| spellingShingle |
Shiau-Chiao Sun 孫筱喬 An empirical study of capital buffer, liquidity creation and business cycle |
| author_sort |
Shiau-Chiao Sun |
| title |
An empirical study of capital buffer, liquidity creation and business cycle |
| title_short |
An empirical study of capital buffer, liquidity creation and business cycle |
| title_full |
An empirical study of capital buffer, liquidity creation and business cycle |
| title_fullStr |
An empirical study of capital buffer, liquidity creation and business cycle |
| title_full_unstemmed |
An empirical study of capital buffer, liquidity creation and business cycle |
| title_sort |
empirical study of capital buffer, liquidity creation and business cycle |
| publishDate |
2015 |
| url |
http://ndltd.ncl.edu.tw/handle/k3h39d |
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