货币危机与银行危机共生因子实证分析——国别比较的视角
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财经研究 2009 年 第 35 卷第 01 期, 页码：123 - 133
摘要
参考文献
摘要
共生危机的事实表明,货币危机与银行危机共生的现象在不同类型的国家均可能出现,而非某一类国家所特有的现象。基于对共生性货币银行危机触发机制国别差异的考察,文章在对1980-2006年间60个国家共生危机发生情况识别的基础上,分别构建了工业化国家和发展中国家共生危机生成的逐步Logistic回归模型。研究表明,工业化国家的共生危机主要是经济中各类矛盾累积的结果,发展中国家则主要源于本国制度缺陷,而采用滞后一期的变量来解释工业化国家共生危机时,效果不显著。
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[3]张旭.金融深化、经济转轨与银行稳定研究[M].北京:经济科学出版社,2004.
[4]Craig Burnside,Martin Eichenbaum,Sergio Rebelo.On the fundamentals of self-fulfil-ling speculative attacks[J].CEPR Discussion Papers,2000,2565:1-28.
[5]Demirg櫣c-Kunt Asli,Enrica Detragiache.The determinants of banking crises in devel-oping and developed countries[J].I MF Staff Papers,1998a,45:81-109.
[6]Demirg櫣c-Kunt Asli,Detragiache Enrica.Financial liberalization and financial fragility[J].I MF Working Paper,1998b,83:1-48.
[7]Graciela Kaminsky,Saul Lizondo,Carmen M Reinhart.Leading indicators of currency crises[J].I MF Staff Papers,1998,45:1-45.
[8]Graciela L Kaminsky,Carmen MReinhart.The twin crises:The causes of banking and balance-of-payments problems[J].American Economic Review,1999,89:1-25.
[9]J櫣rgen von Hagen,Tai-kuang Ho.Twin crises:Areexamination of empirical links[J].ZEI b,Center for European Integration Studies,University of Bonn,2003,1:1-41.
[10]Levy Yeyati,Sturzenegger.De facto classification of exchange rate regi mes[EB/OL].http://www.utdt.edu/～ely/papers.ht ml,2005.
[11]McKinnon Ronald,Huw Pill.The overborrowing syndrome:Are east Asian economies different?[M].Reuven Glick(ed.),Managing Capital Flows and Exchange Rates Perspectives fromthe Pacific Basin,Cambridge,United Kingdom:Cambridge Univer-sity Press,1998.
[12]Patrick Honohan.Howinterest rates changed under financial liberalization—A cross-country review[R].Policy Research Working Paper Series from The World Bank,2000,2313:1-48.
[13]Reuven Glick,Michael Hutchison.Banking and currency crises:Howcommon are the twins?[R].Working Papers from Hong Kong Institute for Monetary Research,1999,12000:1-16.
[14]Schneider Martin,Aaron Tornell.Balance sheet effects,bailout guarantees and finan-cial crises[J].NBER Working Paper,2000,8060:1-30.
引用本文
董彦岭, 张继华. 货币危机与银行危机共生因子实证分析——国别比较的视角[J]. 财经研究, 2009, 35(1): 123–133.
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