| Abstract | 第1-6页 |
| 摘要 | 第6-7页 |
| Chapter 1: Introduction | 第7-10页 |
| ·Research Background | 第7-8页 |
| ·Research Significance | 第8-9页 |
| ·Innovation and Contribution | 第9-10页 |
| Chapter 2: Literature Review | 第10-15页 |
| ·Theoretical Research on Lending Procyclicality | 第10-13页 |
| ·Procyclicality Caused by Lending Standard Variation | 第10-11页 |
| ·Procyclicality Caused by “FinancialAccelerator” | 第11-12页 |
| ·Procyclicality Caused by Inappropriate Risk Measurement | 第12-13页 |
| ·Empirical studies on Lending Procyclicality | 第13-15页 |
| Chapter 3: Mechanisms of Procyclicality between Bank Lending and Asset Prices | 第15-21页 |
| ·Effect Mechanism of Asset Price on Bank Lending | 第15-19页 |
| ·Effect of Asset Price on Bank Lending Supply | 第15-18页 |
| ·Effect of Asset Price on Bank Lending Demand | 第18-19页 |
| ·Effect Mechanism of Bank Lending on Asset Prices | 第19-21页 |
| ·Direct Effect of Bank Lending on Asset Prices | 第19-20页 |
| ·Indirect Effect of Bank Lending on Asset Prices | 第20-21页 |
| Chapter 4: Procyclicality of Commercial Banks during Financial Crisis | 第21-35页 |
| ·Procyclicality of Commercial Banks in Asian Financial Crisis | 第21-30页 |
| ·Outline of Asia Financial Crisis | 第21-23页 |
| ·Procyclicality of Commercial Banks during Crisis | 第23-27页 |
| ·Thailand as an Example | 第27-30页 |
| ·Procyclicality of Commercial Banks in Subprime Mortgage Crisis | 第30-35页 |
| ·Outline of Subprime Mortgage Crisis | 第30-32页 |
| ·Procyclicality of Subprime Mortgage Crisis | 第32-35页 |
| Chapter 5: Empirical Research: Procyclicality of Bank Lending and Asset Prices | 第35-47页 |
| ·Data Source and Data Description | 第36-39页 |
| ·Total Loan Balance Growth Rate | 第36页 |
| ·Real Estate Price Index | 第36-37页 |
| ·Stock Price Index | 第37-38页 |
| ·Bank Reserve Ratio Requirement | 第38-39页 |
| ·Methodology | 第39页 |
| ·Regression Analysis | 第39-47页 |
| ·Unit Root Test | 第39-41页 |
| ·VAR Model and Co-integration Test | 第41-43页 |
| ·Granger Causality Test | 第43-45页 |
| ·Impulse Test | 第45-47页 |
| Chapter 6 Conclusion | 第47-49页 |
| Bibliography | 第49-51页 |
| Appendix | 第51-56页 |
| Acknowledgements | 第56-58页 |
