| DC 欄位 |
值 |
語言 |
| DC.contributor | 產業經濟研究所 | zh_TW |
| DC.creator | 杜珮宜 | zh_TW |
| DC.creator | Pei-I Tu | en_US |
| dc.date.accessioned | 2004-7-15T07:39:07Z | |
| dc.date.available | 2004-7-15T07:39:07Z | |
| dc.date.issued | 2004 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:444/thesis/view_etd.asp?URN=91424008 | |
| dc.contributor.department | 產業經濟研究所 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 論文摘要：
本研究以台灣之銀行業為背景，主要目的為分析銀行合併後效率之變化，以瞭解台灣地區銀行合併對於銀行效率表現是否有影響，以茲做為未來銀行進行合併之參考。本研究資料來源取自台灣經濟新報資料庫與財政部發行之金融業務統計輯要，以86年至91年台灣46家銀行為研究對象，採用三階段DEA模型估計銀行之效率值，調整權屬別、分行數、集團變數與資產規模等四類外在環境變數與隨機誤差對效率值之影響，可得到調整前（第一階段估計所得）與調整後（第三階段估計所得）之效率值，以Wilcoxon Signed Ranks Test檢驗調整前與調整後之效率值是否有差異，以證實環境變數與隨機干擾項是否影響效率表現，並利用Truncation Model分析銀行合併後一年、二年與三年效率之變化情形，以探討合併是否影響銀行效率。
以Wilcoxon Signed Ranks Test檢驗調整前與調整後之效率值是否有差異，其實証結果顯示，經過對環境變數與隨機誤差項之調整後，除規模效率較不顯著以外，其餘效率值第一階段與第三階段皆存在顯著之差異，顯示環境變數與隨機干擾項確實影響銀行效率之表現。經過調整後，第三階段所得之效率值已去除外生變數與隨機誤差之影響，更能代表銀行內部之經營管理效率，以此效率值作為分析銀行合併效率之根據。利用Truncation Model分析銀行合併對於銀行效率之影響，實證結果顯示：合併對純粹技術效率與技術效率皆有顯著之正向影響，顯示合併確實可以提高純粹技術效率與技術效率之表現，且合併對於技術效率之幫助有逐年增強之趨勢；而合併對於成本效率亦有正向之幫助，惟效果並不十分顯著；而合併對於配置效率與規模效率之影響程度並不顯著。 | zh_TW |
| dc.description.abstract | Mergers and acquisitions have become the global trends.A major issue analyzed in this thesis is whether mergers and acquisition enhances the efficiency of acquiring banks. The data includes 46 domestic banks in Taiwan from 1997 to 2002. We estimate bank efficiency with three stage DEA approach. This approach decompose environmental effects and statistical noise effects from efficiency. The difference between the estimation of first stage and third stage are tested by Wilcoxon Signed Ranks Test. Then, the difference of bank efficiency after merger are analyzed by Truncation Model.
The empirical results shows that the third stage efficiency is different from the first stage efficiency and mergers can increase banks’’ technical eficiency and pure technical efficiency obviously. | en_US |
| DC.subject | 銀行效率 | zh_TW |
| DC.subject | 銀行合併 | zh_TW |
| DC.subject | 三階段DEA | zh_TW |
| DC.subject | DEA | zh_TW |
| DC.subject | 成本效率 | zh_TW |
| DC.subject | 技術效率 | zh_TW |
| DC.subject | 配置效率 | zh_TW |
| DC.subject | 純粹技術效率 | zh_TW |
| DC.subject | 規模效率 | zh_TW |
| DC.subject | efficiency of bank | en_US |
| DC.subject | bank merger | en_US |
| DC.subject | three stage DEA | en_US |
| DC.subject | cost efficiency | en_US |
| DC.subject | technical efficiency | en_US |
| DC.subject | allocative efficiency | en_US |
| DC.subject | pure technical efficiency | en_US |
| DC.subject | scale efficiency | en_US |
| DC.title | 台灣地區銀行合併效率之分析—三階段DEA模型之應用 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | The Efficiency Analysis of Bank Mergers in Taiwan | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |