The relationship between bank loans and macroeconomic variables: A case of first commercial bank
碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === This paper presents a case study of First Commercial Bank, in which observations are made on the changes in relevance between loans and variables. The unit root test found that the variables all have constant time sequences. The NPL ratio and money supply grow...
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77375982080584852588 |
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ndltd-TW-100NKIT52140552015-10-13T21:33:07Z http://ndltd.ncl.edu.tw/handle/77375982080584852588 The relationship between bank loans and macroeconomic variables: A case of first commercial bank 銀行授信與總體經濟之關聯性-以第一銀行為例 Tsung-ming Tsai 蔡淙明 碩士 國立高雄第一科技大學 金融研究所 100 This paper presents a case study of First Commercial Bank, in which observations are made on the changes in relevance between loans and variables. The unit root test found that the variables all have constant time sequences. The NPL ratio and money supply growth rate leads the loan balance growth rate of First Commercial Bank in a one-way direction. The loan balance growth rate has a one-way leading relationship with the consumer price index growth rate. The forecast error variance decomposition results suggest that it is better to use the consumer price index growth rate to explain the current loan balance changing effects. Yu-Shan Wang 王友珊 2012 學位論文 ; thesis 52 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
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碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === This paper presents a case study of First Commercial Bank, in which observations are made on the changes in relevance between loans and variables. The unit root test found that the variables all have constant time sequences. The NPL ratio and money supply growth rate leads the loan balance growth rate of First Commercial Bank in a one-way direction. The loan balance growth rate has a one-way leading relationship with the consumer price index growth rate. The forecast error variance decomposition results suggest that it is better to use the consumer price index growth rate to explain the current loan balance changing effects.
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| author2 |
Yu-Shan Wang |
| author_facet |
Yu-Shan Wang Tsung-ming Tsai 蔡淙明 |
| author |
Tsung-ming Tsai 蔡淙明 |
| spellingShingle |
Tsung-ming Tsai 蔡淙明 The relationship between bank loans and macroeconomic variables: A case of first commercial bank |
| author_sort |
Tsung-ming Tsai |
| title |
The relationship between bank loans and macroeconomic variables: A case of first commercial bank |
| title_short |
The relationship between bank loans and macroeconomic variables: A case of first commercial bank |
| title_full |
The relationship between bank loans and macroeconomic variables: A case of first commercial bank |
| title_fullStr |
The relationship between bank loans and macroeconomic variables: A case of first commercial bank |
| title_full_unstemmed |
The relationship between bank loans and macroeconomic variables: A case of first commercial bank |
| title_sort |
relationship between bank loans and macroeconomic variables: a case of first commercial bank |
| publishDate |
2012 |
| url |
http://ndltd.ncl.edu.tw/handle/77375982080584852588 |
| work_keys_str_mv |
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