银行流动性创造功能的影响因素研究——基于中国银行业的实证分析

被引：4

作者：

孔小伟

机构：

[1] 东莞理工学院

来源：

南京财经大学学报 | 2016年 / 04期

关键词：

流动性创造; 金融脱媒; 信用风险; 银行集中度;

D O I：

暂无

中图分类号：

F832.33 [商业银行（专业银行）];

学科分类号：

1201 ; 020204 ;

摘要：

利用中国2003—2011年银行业宏观数据,运用Deep and Schaefer(2004)的流动性转换方法,构造银行流动性创造及其影响因素的静态与动态面板模型。实证结果表明:银行规模扩大、盈利水平提高有利于增强银行的流动性创造能力;信用风险和资本充足率提高不利于银行流动性创造;国有银行相对于股份制银行、地方城市商业银行具有更强的流动性创造能力;通货膨胀上升、银行集中度提高不利于银行流动性创造。

引用

页码：55 / 63

页数：9

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