외국자본유입이 우리나라 은행산업의 효율성에 미치는 영향

• 영문명: Effects of Foreign Capital Inflow on Efficiency of Bank Industry
• 발행기관: 한국통상정보학회
• 저자명: 김창범(Chang-Beom Kim)
• 간행물 정보: 『통상정보연구』제9권 제3호, 1~10쪽, 전체 10쪽
• 주제분류: 사회과학 > 무역학
• 파일형태: PDF
• 발행일자: 2007.09.30

영문 초록

The purpose of this study is to estimate and analyse the relationship between efficiency of bank industry and macroeconomic variables. We employ Johansen’s multivariate cointegration methodology, since the model must be stationary to avoid the spurious results. The empirical results show that our model is stationary as well as mean-reverting. This paper also applies impulse-response functions to get additional information regarding the responses of the bank spread to the shocks economic variables such as long and short term interest rates differential, banking organ liquidity, business cycle index, and foreigner’s net equity investment. The results indicate that while the bank spread respond positively to liquidity and equity investment shocks and then decay very quickly.

목차

Ⅰ. 서론

Ⅱ. 모형의 도입과 추정

Ⅲ. 분산분해와 충격반응

Ⅳ. 요약 및 결론

참고문헌

Abstract

키워드

bank spread foreigner’s net equity investment dynamic causality linkages