The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances
碩士 === 亞洲大學 === 財務金融學系碩士在職專班 === 107 === The 2008 financial crisis had a relatively big impact on small and medium-sized banks in developing countries. Against this backdrop, the study explored whether bank risks and back performances of small and medium-sized banks in Taiwan were subject to the 200...
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ndltd-TW-107THMU12140252019-11-23T05:17:52Z http://ndltd.ncl.edu.tw/handle/5vd6g6 The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances 金融危機對我國銀行風險與績效之影響 Zhao, Shu-Juan 趙淑娟 碩士 亞洲大學 財務金融學系碩士在職專班 107 The 2008 financial crisis had a relatively big impact on small and medium-sized banks in developing countries. Against this backdrop, the study explored whether bank risks and back performances of small and medium-sized banks in Taiwan were subject to the 2008 financial crisis. The study adopted the Vector autoregression (VAR) model and the Granger causality test to examine the correlation of the 2008 financial crisis to bank risks and performances of small and medium-sized banks in Taiwan before and after the crisis. The samples fell in the period from 1999 to 2019. The empirical results of the study revealed the following. 1) There was no significant lead-lag relationship found in bank risks and performances in Taiwan when comparing before and after the crisis. 2) No significant correlation was found between the TAIEX return and bank performances/risks before the crisis; however, a significant positive correlation was found between bank performances and the TAIEX return after the crisis. A significant negative correlation was found between bank risks and the TAIEX return after the crisis. 3) There was no unidirectional or bidirectional causal relationship found in bank risks and performances when comparing before and after the crisis. 4) There was no impact on each other between bank performances and risks. Tsai, Yong-Shun 蔡永順 2019 學位論文 ; thesis 49 zh-TW |
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碩士 === 亞洲大學 === 財務金融學系碩士在職專班 === 107 === The 2008 financial crisis had a relatively big impact on small and medium-sized banks in developing countries. Against this backdrop, the study explored whether bank risks and back performances of small and medium-sized banks in Taiwan were subject to the 2008 financial crisis. The study adopted the Vector autoregression (VAR) model and the Granger causality test to examine the correlation of the 2008 financial crisis to bank risks and performances of small and medium-sized banks in Taiwan before and after the crisis. The samples fell in the period from 1999 to 2019. The empirical results of the study revealed the following. 1) There was no significant lead-lag relationship found in bank risks and performances in Taiwan when comparing before and after the crisis. 2) No significant correlation was found between the TAIEX return and bank performances/risks before the crisis; however, a significant positive correlation was found between bank performances and the TAIEX return after the crisis. A significant negative correlation was found between bank risks and the TAIEX return after the crisis. 3) There was no unidirectional or bidirectional causal relationship found in bank risks and performances when comparing before and after the crisis. 4) There was no impact on each other between bank performances and risks.
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author2 |
Tsai, Yong-Shun |
author_facet |
Tsai, Yong-Shun Zhao, Shu-Juan 趙淑娟 |
author |
Zhao, Shu-Juan 趙淑娟 |
spellingShingle |
Zhao, Shu-Juan 趙淑娟 The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances |
author_sort |
Zhao, Shu-Juan |
title |
The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances |
title_short |
The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances |
title_full |
The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances |
title_fullStr |
The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances |
title_full_unstemmed |
The Influence of the 2008 Financial Crisis on Domestic Bank Risks and Performances |
title_sort |
influence of the 2008 financial crisis on domestic bank risks and performances |
publishDate |
2019 |
url |
http://ndltd.ncl.edu.tw/handle/5vd6g6 |
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