An Effect of Real Estate Price Changes on Bank Stability: Evidence from China

被引：0

作者：

Zhang, Peng ^{[1
]}

Han, Dongping ^{[1
]}

机构：

[1] Harbin Inst Technol, Dept Accounting, Harbin 150001, Peoples R China

来源：

PROCEEDINGS OF 2012 INTERNATIONAL CONFERENCE ON CONSTRUCTION & REAL ESTATE MANAGEMENT, VOLS 1 AND 2 | 2012年

关键词：

real estate prices; bank stability; house price deviation;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

House prices have two contrary effects on bank stability. Soaring house prices boost either the value of the real estate owned by bank or the value of collateral and, guarantees pledged by borrowers, and thus reduce the riskiness of bank sector. On the contrary, increasing house prices might induce bank' s excessive, lending to, risky house borrowers and lead to the accrual of risks by bank. We test the two hypotheses using data on house markets from China in 2000-2010. Our empirical results show that deviations rather than price-level changes contribute significantly to explain the bank' s probability of distress. The results support the positive relation hypothesis, and reject the negative hypothesis.

引用

页码：683 / 686

页数：4

共 50 条

[1] The Impacts of Land and Real Estate Price Fluctuations on Financial Stability: Evidence from China
Wang, Jinsong
Wu, Wenhui
Li, Yueqiao
Yang, Qiyuan
[J]. AUSTRALIAN ECONOMIC REVIEW, 2023, 56 (01) : 42 - 60
[2] Financial stability and real estate price fluctuation in China
Liu, Chao
Zheng, Ying
Zhao, Qi
Wang, Chao
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 540
[3] Trend Analysis of Real Estate Price Changes in China
Liu Haiping
Guo Jingjuan
[J]. PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE ON CONSTRUCTION & REAL ESTATE MANAGEMENT, VOLS 1 AND 2, 2008, : 904 - 907
[4] Population Aging, Mobility, and Real Estate Price: Evidence from Cities in China
Wang, Xinrui
Hui, Eddie Chi-Man
Sun, Jiuxia
[J]. SUSTAINABILITY, 2018, 10 (09)
[5] Real estate prices and bank stability
Koetter, Michael
Poghosyan, Tigran
[J]. JOURNAL OF BANKING & FINANCE, 2010, 34 (06) : 1129 - 1138
[6] The effect of monetary policy on real estate price growth in China
Xu, Xiaoqing Eleanor
Chen, Tao
[J]. PACIFIC-BASIN FINANCE JOURNAL, 2012, 20 (01) : 62 - 77
[7] Real estate investments and financial stability: evidence from regional commercial banks in China
Zhang, Dayong
Cai, Jing
Liu, Jia
Kutan, Ali M.
[J]. EUROPEAN JOURNAL OF FINANCE, 2018, 24 (16): : 1388 - 1408
[8] Real Estate Statistical Analysis of Price Changes
Ma Jinzhu
Han Dan
[J]. STATISTIC APPLICATION IN MACROECONOMY AND INDUSTRY SECTORS, 2010, : 706 - 709
[9] The spillover effect of real estate boom on stock market efficiency: evidence from China
Yang, Ge
Yin, Ximing
Sun, Zeyu
Bi, Peng
Ma, Qingqing
[J]. APPLIED ECONOMICS, 2024,
[10] The Relationship Between China's Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market
Chen, Xiangyu
Tongurai, Jittima
[J]. ASIA-PACIFIC FINANCIAL MARKETS, 2021, 28 (04) : 527 - 561

← 1 2 3 4 5 →