金融市场发展与中国银行业竞争度——基于Panzar-Rosse模型的实证研究  

Financial Market Development and Competition Degree in China's Banking Industry——An Empirical Study Based on Panzar-Rosse Model

作　　者：陈艳莹[1] 杨文璐[1] 

机构地区：[1]大连理工大学经济学院,辽宁大连116024

出　　处：《大连理工大学学报（社会科学版）》2012年第1期7-13,共7页Journal of Dalian University of Technology(Social Sciences)

基　　金：国家社会科学基金项目(08BJY120);霍英东教育基金会资助项目(121081);教育部新世纪人才支持项目(NCET-08-0083);中央高校基本科研业务费文科基地项目(DUT10RW103)

摘　　要：文章从竞争效应和融合效应两个方面系统分析金融市场发展对我国银行业竞争度的影响机制,并采用Panzar-Rosse模型度量1998～2008年我国银行业的竞争度,在此基础上实证检验了金融市场发展对我国银行业竞争度的影响。结果表明,我国银行业市场基本处于垄断竞争格局,现阶段金融市场发展的竞争效应对银行业竞争的影响更显著,股票市场资产规模的扩大和流动性的增强都会对我国银行业的竞争起到显著的促进作用。The paper made a systematic analysis of the influence mechanism of financial market development on the competition degree in China's banking industry from two aspects: competition effect and fusion effect,by applying Panzar-Rosse model to assess the competition degree in China's banking industry from 1998 to 2008.On the basis,it analyzed the relationship between financial market development and China's banking competition empirically.The results show that banks in China are operating basically under monopolistic competition,the competition effect of financial market development has a more significant influence on China's banking competition at the present stage,and both asset scale and liquidity of stock market play a significant role in promoting China's banking industry.

关 键 词：金融市场 银行业竞争度 PANZAR-ROSSE模型 竞争效应 

分 类 号：F832.5[经济管理—金融学] F832.3F224