摘要 | 第5-7页 |
Abstract | 第7-8页 |
Acknowledgement | 第9-17页 |
Abbreviations | 第17-18页 |
CHAPTER 1: Introduction | 第18-21页 |
1.1 Research questions | 第18-19页 |
1.2 Thesis structure | 第19-21页 |
CHAPTER 2: Literature Review | 第21-40页 |
2.1 Uniqueness and fragility of banks | 第21-22页 |
2.2 Financial Stability | 第22-23页 |
2.3 Financial Stability and competition | 第23-30页 |
2.3.1 Competition fragility view | 第24-27页 |
2.3.1.1 Theoretical and empirical studies for competition-fragility view | 第24-27页 |
2.3.2 Competition Stability view | 第27-30页 |
2.3.2.1 Theoretical and empirical studies for competition-Stability view | 第27-30页 |
2.4 Financial Stability and Banking system transparency | 第30-34页 |
2.5 Basel framework and regulation | 第34-36页 |
2.6 An Overview of Chinese Financial regulation | 第36-40页 |
2.6.1 Ownership Structure of Chinese Banks | 第37-40页 |
CHAPTER 3: Determinants of Non-performing Loans in Chinese Banking sector | 第40-55页 |
3.1 Introduction | 第40-43页 |
3.2 Theoretical Background | 第43-44页 |
3.3 Methodology, data, and dynamic model estimation | 第44-46页 |
3.3.1 Transparency Index | 第44-45页 |
3.3.2 Lerner Index | 第45页 |
3.3.3 Data | 第45-46页 |
3.4 Empirical findings and discussion | 第46-53页 |
3.5 Conclusion | 第53-55页 |
CHAPTER 4: Financial Stability, Banking System Transparency and Market Structure of ChineseBanking system | 第55-88页 |
4.1 Introduction | 第55-61页 |
4.2 Methods, Econometric Speciation and Data: | 第61-73页 |
4.2.1 Construct of variables: | 第62-70页 |
4.2.1.1 Financial stability, Credit risk and bank capitalization measures: | 第62-65页 |
4.2.1.2 Banking system Transparency Measures: | 第65-67页 |
4.2.1.3 Market structure/Competition Measures | 第67-69页 |
4.2.1.3.1 Non-structural measures: | 第67-68页 |
4.2.1.3.2 Structural measures: | 第68-69页 |
4.2.1.4 Endogenous and exogenous controls | 第69-70页 |
4.2.2 Econometric Methods and Data: | 第70-73页 |
4.3 Empirical results | 第73-86页 |
4.3.1 Descriptive results | 第73-76页 |
4.3.2 Overview of table construction and post-diagnostic validation and results | 第76-86页 |
4.4 Conclusion | 第86-88页 |
Chapter 5:Role of Bank Heterogeneity and Market Structure in Transmitting Monetary Policy viaBank Lending Channel | 第88-111页 |
5.1 Introduction | 第88-92页 |
5.2 Bank competition, bank lending channel and ownership structure of Chinese banks | 第92-95页 |
5.2.1 Bank competition and bank lending channels | 第92-94页 |
5.2.2 Ownership structure of Chinese banks | 第94-95页 |
5.3 Methods, Econometric Speciation, and Data | 第95-99页 |
5.3.1 Market structure/Competition Measures | 第96-98页 |
5.3.1.1 Lemer Index | 第97页 |
5.3.1.2 Hirschman-Herfindah Index(HHIL) | 第97-98页 |
5.3.2 Endogenous and exogenous variables | 第98页 |
5.3.3 Econometric specifications and data | 第98-99页 |
5.4 Empirical findings and discussion | 第99-108页 |
5.4.1 Descriptive statistics and cross-correlations | 第99-101页 |
5.4.2 Main findings | 第101-108页 |
5.4.2.1 Heterogeneity test for bank characteristics and ownership structure | 第103-108页 |
5.4.2.2 Robustness: An alternative measure for monetary policy | 第108页 |
5.5 Conclusion | 第108-111页 |
Chapter 6: Summary and Conclusion | 第111-114页 |
Published Papers | 第114-115页 |
References | 第115-127页 |
Published Papers | 第127-128页 |
Appendix | 第128页 |