经济与管理研究2016，Vol.37Issue(5)：58-65,8.DOI:10.13502/j.cnki.issn1000-7636.2016.05.008
监管改革、外部冲击与银行预期盈利--基于事件研究法的经验分析
Regulatory Reform,External Shocks and Bank Expected Profitability:Evidence with the Event Study Method
摘要
Abstract
With the event study method,this paper examines the effects of key regulatory reform and external shock events of domestic commercial banks between 2008—2015 on bank expected profitability.The empirical analysis shows that new loan rule,supervision of the commercial bank service charges,capital regulation,the bankruptcy of Lehman and money shortage have significant negative effects,while the regulatory structure reform and economic stimulus plan have positive effects.The effects of the bad events are stronger than that of the good events.Finally,this paper puts forward suggestions and measures.关键词
监管/预期盈利/外部冲击/事件研究法Key words
regulation/expected profitability/external shock/event study分类
管理科学引用本文复制引用
冯超..监管改革、外部冲击与银行预期盈利--基于事件研究法的经验分析[J].经济与管理研究,2016,37(5):58-65,8.基金项目
国家社会科学基金重大项目“人民币国际化进程中我国货币政策与汇率政策协调研究”（11＆ZD017）；国家自然科学基金项目“人民币国际化进程中实际有效汇率的合理定价研究---基于汇率战略博弈的视角”（71173151）；“新沃集团”学术专项奖金 （）
