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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 林修葳 | zh_TW |
| dc.contributor.advisor | Hsiou-wei Lin | en |
| dc.contributor.author | 高子淋 | zh_TW |
| dc.contributor.author | Tzu-Lin Kao | en |
| dc.date.accessioned | 2023-08-15T17:52:35Z | - |
| dc.date.available | 2023-11-09 | - |
| dc.date.copyright | 2023-08-15 | - |
| dc.date.issued | 2023 | - |
| dc.date.submitted | 2023-07-30 | - |
| dc.identifier.citation | Abedifar, P., Molyneux, P., & Tarazi, A. (2018). Non-interest income and bank lending. Journal of Banking and Finance, 87, 411-426.
Alessandri, P., & Nelson, B. D. (2015). Simple banking: Profitability and the yield curve. Journal of Money, Credit and Banking, 47(1), 143-175. Altavilla, C., Boucinha, M., & Peydró, J.-L. (2018). Monetary policy and bank profitability in a low interest rate environment. Economic Policy, 33(4), 531-586. Bernanke, B. S., & Blinder, A. S. The federal funds rate and the channels of monetary transmission. (1992). The American Economic Review. 82(4): 901-921. Bikker, J. A., & Vervliet, T. M. (2018). Bank profitability and risk-taking under low interest rates. International Journal of Finance & Economics, 23(1), 61-76. DeYoung, R., & Rice, T. (2004). Noninterest income and financial performance at U.S. commercial banks. Financial Review, 39(1), 101-127. Drechsler, I., Savov, A., Schnabl, P. (2017). The deposits channel of monetary policy. The Quarterly Journal of Economics. 132(4), 1819-1876. Flannery, M. J. (1981). Market interest rates and commercial bank profitability: an empirical investigation. The Journal of Finance, 36(5), 1085-1101. Gomez,M., Landier, A., Sraer, D, Thesmar, D. (2021). Banks’ exposure to interest rate risk and the transmission of monetary policy. Journal of Monetary Economics, 117, 543-570. Gordon, M.J. (1962). The investment, financing, and valuation of the corporation. Homewood, Illinois: Richard D. Irwin. Im, Pesaran, & Shin. (2003). Testing for unit roots in heterogeneous panels. Journal of Econometrics, 115(1), 53-74. Segev, N., Ribon, S., Kahn, M., de Haan, J. (2023). Low interest rates and banks’ interest margins: does deposit market concentration matter. Journal of Financial Services Research, forthcoming. Thornton, D. L. When did the FOMC begin targeting the federal funds rate? What the verbatim transcripts tell us. (2006). Journal of Money, Credit and Banking, 38(8), 2039-2071. William, J.B. (1938). The theory of investment value. Cambridge Mass: Harvard University Press. | - |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/88809 | - |
| dc.description.abstract | 本文分別建立銀行淨利息收益成長率及銀行非利息收益成長率對聯邦資金目標利率水準變化線性迴歸模型，以2000-2022美國的平衡型跨期、跨商業銀行縱橫面資料為樣本。本文發現，聯邦資金目標利率水準提升，有助於提高銀行淨利息收益，其影響管道主要是透過擴大銀行存放款利差，縮小存放比率達成。另外，聯邦資金目標利率水準提升，將使銀行非利息收益下滑，其影響主要來自於銀行手續費及佣金收入的減少；惟投資利得反而會上升，減緩對銀行非利息收益的負面衝擊。 | zh_TW |
| dc.description.abstract | We construct a linear regression model for the effect of change in the federal funds target rate on the changes of net interest income and non-interest income of bank, respectively. Adopting the balanced panel data of commercial banks in the United States from 2000 to 2022, we document that the change of the federal funds target rate positively affects the net interest income of bank, and its influence is mainly achieved through expanding the interest rate spread of bank and narrowing the deposit to loan ratio of bank. Moreover, the increase in the federal funds target rate appears to jeopardize the bank's non-interest income, and its influence mainly results from the reduction of service charges, commissions, and fee incomes. In contrast, the investment gain income is in general boosted by interest rate increase, thus reducing the decline in the total non-interest income of the banks. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2023-08-15T17:52:35Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2023-08-15T17:52:35Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | 目錄
口試委員會審定書 i 致謝 ii 中文摘要 iii 英文摘要 iv 目錄 v 表目錄 vi 第壹章、緒論 1 第貳章、文獻探討與研究假說 2 一、聯邦資金利率與淨利息收益 2 二、聯邦資金利率與非利息收益 4 第參章、實證模型與資料樣本 5 一、樣本與資料來源 5 二、變數定義 5 三、模型設定 8 四、控制變數的選擇與影響方向預期 10 第肆章、實證結果與分析 14 一、敘述性統計 14 二、主要變數的相關性分析 14 三、迴歸結果分析 15 四、穩固性測試 18 第伍章、結論 30 參考文獻 32 | - |
| dc.language.iso | zh_TW | - |
| dc.subject | 淨利息收益 | zh_TW |
| dc.subject | 聯邦資金目標利率 | zh_TW |
| dc.subject | 商業銀行 | zh_TW |
| dc.subject | 非利息收益 | zh_TW |
| dc.subject | Non-interest Income | en |
| dc.subject | Federal Funds Target Rate | en |
| dc.subject | Commercial Bank | en |
| dc.subject | Net Interest Income | en |
| dc.title | 聯邦資金目標利率水準變動對美國商業銀行收益之影響 | zh_TW |
| dc.title | The Impact of Federal Funds Target Rate Change on U.S. Commercial Bank Income | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 111-2 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 吳瑞萱;黃承祖 | zh_TW |
| dc.contributor.oralexamcommittee | Ruei-Shian Wu;Cheng-Tsu Huang | en |
| dc.subject.keyword | 聯邦資金目標利率,商業銀行,淨利息收益,非利息收益, | zh_TW |
| dc.subject.keyword | Federal Funds Target Rate,Commercial Bank,Net Interest Income,Non-interest Income, | en |
| dc.relation.page | 33 | - |
| dc.identifier.doi | 10.6342/NTU202302417 | - |
| dc.rights.note | 未授權 | - |
| dc.date.accepted | 2023-07-31 | - |
| dc.contributor.author-college | 管理學院 | - |
| dc.contributor.author-dept | 國際企業學系 | - |
| 顯示於系所單位： | 國際企業學系 | |
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