Study on the Lead-Lag Relation between Taiwen's Business Cycles and Loans Issued by Five Major Banks
碩士 === 國立東華大學 === 管理學院高階經營管理碩士在職專班 === 105 === Taiwan’s government-owned banks have always been the main body of the financial market. Espcially, the new loans issued by Taiwan Bank, Cooperative Commercial Bank, Land Bank of Taiwan, First Commercial banks, and Hua Nan Commercial Bank serve as the ma...
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| Format: | Others |
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2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26wrd2 |
| Summary: | 碩士 === 國立東華大學 === 管理學院高階經營管理碩士在職專班 === 105 === Taiwan’s government-owned banks have always been the main body of the financial market. Espcially, the new loans issued by Taiwan Bank, Cooperative Commercial Bank, Land Bank of Taiwan, First Commercial banks, and Hua Nan Commercial Bank serve as the main indicator of new loan issurance. The purpose of this study is to explore the lead-lag relation between the business cycles of Taiwan and the new loans issued by the five major banks from January 1997 to October 2016, totaling 238 months. The business cycles are indicated by the highs and lows of the Taiwan value-weighted stock index and the ones compiled by the National Development Committee of the Executive Yuan.
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