The Impact of Financial Crisis to the exchange rate exposure of Taiwannese Banks

• Main Authors: Wen-ling Yan, 嚴文伶
• Other Authors: Chen,Yu-Shan
• Format: Others
• Language: zh-TW
• Published: 2012
• Online Access: http://ndltd.ncl.edu.tw/handle/65040285276531540456

碩士 === 國立雲林科技大學 === 商管專業學院 === 100 === This study seeks to examine the foreign exchange rate exposure in Taiwanese bank corporations. A regression analysis was used to test the effects of bank’s size, financial crisis, degree of internationalization, total number of employees ratio, and total assets on foreign exchange position rate. We also use panel data analysis to explore the determinants of exchange rate exposure .The empirical results show that bank’s size, financial crisis and degree of internationalization significantly affect foreign exchange rate during 2005~2010. The findings of this paper are summarized as follows. On the average,Taiwanese corporations’stock returns have significant negative economic exposure effects. Studies other demonstrated when the bank the capital suitable foot rate is higher, its faces the exchange rate risk to be lower. But the staff population and the overseas branch later period also presents the remarkable relations in the whole world financial storm. Compares in the financial crisis factor, the bank asset scale, and the overseas divides the expert several pair of banks the exchange rate exposures and is not obviously related.