本文選題：銀行危機(jī) + 貨幣危機(jī)��； 參考：《國(guó)際金融研究》2011年03期

【摘要】：銀行危機(jī)的救助策略一直是理論界關(guān)注的焦點(diǎn)。本文通過(guò)構(gòu)建一個(gè)兩期模型,以銀行危機(jī)是否會(huì)引發(fā)貨幣危機(jī)為評(píng)判標(biāo)準(zhǔn),探討政府在面對(duì)商業(yè)銀行清償能力危機(jī)時(shí)救助與不救助的抉擇。經(jīng)研究發(fā)現(xiàn):當(dāng)商業(yè)銀行的不良資產(chǎn)率高,或商業(yè)銀行在經(jīng)濟(jì)中起重要作用,抑或產(chǎn)出的價(jià)格彈性較小時(shí),為了避免貨幣危機(jī)的發(fā)生,政府應(yīng)該出手對(duì)商業(yè)銀行提供救助。在相反的情況時(shí),固定匯率制度下,政府為了維護(hù)其固定匯率的信譽(yù)應(yīng)該出手對(duì)商業(yè)銀行提供救助;浮動(dòng)或管理浮動(dòng)匯率制度下,考慮到商業(yè)銀行的道德風(fēng)險(xiǎn)問(wèn)題,政府應(yīng)該不予以救助。
[Abstract]:The rescue strategy of bank crisis has always been the focus of attention in the theoretical circle. Based on a two-phase model, this paper discusses the choice between the government's rescue and non-rescue in the face of the commercial bank's solvency crisis, based on the criterion of whether the banking crisis will lead to the currency crisis. It is found that when the non-performing assets rate of commercial banks is high, or commercial banks play an important role in the economy, or the price elasticity of output is small, in order to avoid the occurrence of currency crisis, the government should provide assistance to commercial banks. On the contrary, under a fixed exchange rate regime, governments should, in order to maintain the credibility of their fixed exchange rates, provide relief to commercial banks; under floating or floating exchange rate regimes, taking into account the moral hazard of commercial banks, The government should not give aid.
【作者單位】： 南開(kāi)大學(xué)國(guó)際經(jīng)濟(jì)研究所;天津城市建設(shè)學(xué)院;
【分類(lèi)號(hào)】：F831.1
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本文編號(hào)：2026649