Market power and risk-taking of banks: Some semiparametric evidence from emerging economies

被引：11

作者：

Wu, Ji ^{[1
]}

Guo, Mengmeng ^{[2
]}

Chen, Minghua ^{[2
]}

Jeon, Bang Nam ^{[3
]}

机构：

[1] Southwestern Univ Finance & Econ, Collaborat Innovat Ctr Financial Secur, Res Inst Econ & Management, Chengdu, Sichuan, Peoples R China

[2] Southwestern Univ Finance & Econ, Res Inst Econ & Management, Chengdu, Sichuan, Peoples R China

[3] Drexel Univ, LeBow Coll Business, Sch Econ, Philadelphia, PA 19104 USA

来源：

EMERGING MARKETS REVIEW | 2019年 / 41卷

基金：

中国国家自然科学基金;

关键词：

Market power; Bank risk-taking; Emerging economies; FINANCIAL STABILITY; CAPITAL REQUIREMENTS; LENDING BOOMS; COMPETITION; CRISES; EFFICIENCY; IMPACT; COST; LIBERALIZATION; COMPLEXITY;

D O I：

10.1016/j.ememar.2019.100630

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We investigate the impact of market power of banks on their risk-taking. Appling bank-level data from 35 emerging economies during the period of 2000-2014 to our semiparametric model of the market power-bank risk nexus with the Bayesian inference, we present consistent evidence that there is a significant nonlinear relationship between market power and risk-taking of banks. Bank stability is found bolstered with increasing market power, but this relationship tends to weaken and even reverse as banks' market power grow further over a threshold level.

引用

页数：21

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