本文選題：Lerner指數 + 流動性創(chuàng)造　； 參考：《金融經濟學研究》2016年04期

【摘要】：以中國銀行業(yè)2002~2014年的宏微觀數據,應用Lerner指數、流動性分類法分別對競爭度與流動性創(chuàng)造進行測算,并運用動態(tài)面板系統(tǒng)廣義矩法,考察中國銀行業(yè)競爭度變動對商業(yè)銀行流動創(chuàng)造的影響。結果顯示:總體上銀行業(yè)競爭度提高減少了銀行流動性創(chuàng)造;分類型看,國有控股銀行競爭度變動對流動性創(chuàng)造并沒有顯著的影響,股份制商業(yè)銀行競爭度提高增加了流動性創(chuàng)造,而地方商業(yè)銀行競爭度提高則減少了流動性創(chuàng)造。這表明在利率市場化改革的過程中應把握好改革節(jié)奏,避免改革帶來過度競爭。建議采取差別化的改革策略,加快形成存貸款利率隨市場競爭靈活調整的機制。
[Abstract]:Based on the macro and micro data of China's banking industry from 2002 to 2014, this paper uses Lerner index and liquidity classification method to measure the degree of competition and liquidity creation, and applies the generalized moment method of dynamic panel system. To investigate the impact of the change of competition degree on the flow creation of commercial banks in China. The results show that the increase of banking competition reduces the creation of bank liquidity, and the change of competition degree of state-owned holding banks has no significant effect on liquidity creation by type. The increase of competitive degree of joint-stock commercial banks increases liquidity creation, while that of local commercial banks reduces liquidity creation. This indicates that in the process of interest rate marketization reform, we should grasp the reform rhythm and avoid excessive competition. It is suggested that the differential reform strategy be adopted to accelerate the formation of a flexible adjustment mechanism of deposit and loan interest rates with market competition.
【作者單位】： 東莞理工學院經濟貿易系;廣西大學商學院;
【基金】：國家自然科學基金項目(71463003) 廣東自然科學基金項目(2015A030313656)
【分類號】：F832.33

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本文編號：2040183