摘要
This article examines whether competition in the deposit and loan markets results in a more stable or fragile banking industry. Following the assumption that deposit and loan competitions are not separable, a simple equilibrium model is developed. Then, using the aggregate time-series data of Federal Deposit Insurance Corporation (FDIC)-insured financial institutions, we estimate the generalized VAR model of deposit rate (DR), interest margin between the loan and DRs, and non-performing loan ratio. Our results support the competition–fragility hypothesis.
| 原文 | English |
|---|---|
| 頁（從 - 到） | 6165-6173 |
| 頁數 | 9 |
| 期刊 | Applied Economics |
| 卷 | 50 |
| 發行號 | 57 |
| DOIs | |
| 出版狀態 | Published - 2018 十二月 8 |
指紋
All Science Journal Classification (ASJC) codes
- Economics and Econometrics
引用此文
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A reexamination on the effect of bank competition on bank non-performing loans. / Wang, Alan T.
於: Applied Economics, 卷 50, 編號 57, 08.12.2018, p. 6165-6173.研究成果: Article
TY - JOUR
T1 - A reexamination on the effect of bank competition on bank non-performing loans
AU - Wang, Alan T.
PY - 2018/12/8
Y1 - 2018/12/8
N2 - This article examines whether competition in the deposit and loan markets results in a more stable or fragile banking industry. Following the assumption that deposit and loan competitions are not separable, a simple equilibrium model is developed. Then, using the aggregate time-series data of Federal Deposit Insurance Corporation (FDIC)-insured financial institutions, we estimate the generalized VAR model of deposit rate (DR), interest margin between the loan and DRs, and non-performing loan ratio. Our results support the competition–fragility hypothesis.
AB - This article examines whether competition in the deposit and loan markets results in a more stable or fragile banking industry. Following the assumption that deposit and loan competitions are not separable, a simple equilibrium model is developed. Then, using the aggregate time-series data of Federal Deposit Insurance Corporation (FDIC)-insured financial institutions, we estimate the generalized VAR model of deposit rate (DR), interest margin between the loan and DRs, and non-performing loan ratio. Our results support the competition–fragility hypothesis.
UR - http://www.scopus.com/inward/record.url?scp=85049945663&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85049945663&partnerID=8YFLogxK
U2 - 10.1080/00036846.2018.1489505
DO - 10.1080/00036846.2018.1489505
M3 - Article
AN - SCOPUS:85049945663
VL - 50
SP - 6165
EP - 6173
JO - Applied Economics
JF - Applied Economics
SN - 0003-6846
IS - 57
ER -