外匯在銀行效率扮演角色之研究－SUPERSBM及MALMQUIST生產力指數
碩士 === 東吳大學 === 經濟學系 === 96 === The paper select 32 business banks in Taiwan from 2002 to 2006. Adopting super SBM and Malmquist productivity index of Data Envelopment Analysis (DEA) to calculate efficiency value; catching-up in efficiency value; shift in technology value; malmquist productivity in...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/y882mt |
| Summary: | 碩士 === 東吳大學 === 經濟學系 === 96 === The paper select 32 business banks in Taiwan from 2002 to 2006. Adopting super SBM and Malmquist productivity index of Data Envelopment Analysis (DEA) to calculate efficiency value; catching-up in efficiency value; shift in technology value; malmquist productivity index value. The major empirical results include:
1.The efficiency of Super SBM is increasing from 2002 to 2004 in commercial banks of Taiwan, but it is decreasing from 2004 to 2006.
2. The efficiency of Malmquist productivity index is increasing from 2002 to 2006 in commercial banks of Taiwan. It means that the technology continue improve every year.
3.The efficiency vaule and rank of large foreign exchange business banks is higher than that of small banks, and it’s statistically significant. Therefore, the foreign exchange business is significantly benefit for efficiency of bank.
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