Four essays in the economics of banking and currency crises:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Aachen
Shaker
2003
|
| Series: | Berichte aus der Volkswirtschaft
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IX, 202 S. graph. Darst. |
| ISBN: | 3832214798 |
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Record in the Search Index
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| adam_text | CONTENTS
1. INTRODUCTION 1
1.1 Structure of the Dissertation 1
2. WAS THERE A CAPITAL ACCOUNT CRISIS IN ASIA? 5
2.1 Introduction 5
2.2 What Is a Capital Account Crisis? 6
2.3 Related Literature Review 10
2.4 Co movement of Capital Inflows to the Asian Countries in the 1990s 14
2.4.1 Principal Component Analysis 14
2.4.2 Empirical Application of Principal Component Analysis 14
2.4.3 Co movement of Capital Inflows to Asian Countries 15
2.4.4 First Principal Component and External Variables 21
2.5 Was There a Credit Boom before the 1997 Crisis? 24
2.6 Real Appreciation of Asian Currencies 32
2.7 Granger Causality Test and Variance Decomposition 36
2.8 A Brief Summary 51
2.9 Policy Implications 53
2.9.1 Policy Implications Concerning Capital Account Liberalization, Financial Deregulation,
and Fixed Exchange Rate Regime 53
2.9.2 Policy Implications for the Central and East European Accession Countries... 54
2.10 Conclusion 56
Appendix 58
3. FINANCIAL LIBERALIZATION, CHARTER VALUE, AND BANK S RISK TAKING
67
3.1 Introduction 67
3.2 Literature Review 69
3.2.1 Theoretical Work 69
3.2.2 Empirical Work 71
3.3 Summary of Financial Liberalization in Indonesia, Korea, Malaysia, and Thailand
74
i
3.3.1 Interest Rate Liberalization 74
3.3.2 Entry of New Banks and Competition 77
3.3.3 Prudential Regulations and Banking Supervision 78
3.3.4 Capital Account Openness 79
3.4 Data Sources and Measures of Financial Ratios 80
3.4.1 Data Sources 80
3.4.2 Measuring the Financial Ratios 81
3.5 Pooled Time Series Cross Section Regressions 82
3.6 Multiple Discriminant Analysis 89
3.7 Conclusion 95
Appendix: Building an index for financial liberalization 96
4. USING AN INDEX OF MONEY MARKET PRESSURE TO IDENTIFY BANKING
CRISES AND THE DETERMINANTS OF BANKING CRISES 103
4.1 Introduction 103
4.2 Identifying Banking Crises 105
4.2.1 The Existing Method of Identifying Banking Crises 105
4.2.2 What Can We Learn from the Index of Speculative Pressure? 112
4.2.3 Theoretical Consideration on the Index of Money Market Pressure 113
4.2.4 Government Assistance to the Banking System H7
4.2.5 Real Interest Rate 118
4.2.6 Cautions in Applying the Index of Money Market Pressure 119
4.3 Comparison with other Studies 121
4.3.1 First Example 121
4.3.2 Second Example 129
4.4 Determinants of Banking Crises 34
4.4.1 Sample and Data Sources 134
4.4.2 Explanatory Variables 138
4.4.3 Empirical Results 146
4.4.4 Significance of Explanatory Variables 147
4.5 Signals Approach 149
4.6 Conclusion .153
Appendix 155
ii
5. TWIN CRISES: AN EXAMINATION OF EMPIRICAL LINKS 157
5.1 Introduction 157
5.2 Twin Crises 158
5.3 Defining Currency And Banking Crises 163
5.3.1 Defining Currency Crisis 163
5.3.2 Defining Banking Crisis 164
5.3.3 Defining Twin Crises 164
5.4 Empirical Results 165
5.4.1 Data Sources and Window Width 165
5.4.2 Occurrences of Currency and Banking Crises 166
5.4.3 Banking Crisis as Indicator for Currency Crisis 167
5.4.4 Currency Crisis as Indicator for Banking Crisis 169
5.4.5 Bivariate Probit Model 170
5.4.6 Multivariate Probit Model 171
5.4.7 Simultaneous Equation Probit Model 172
5.5 Test of Robustness 173
5.6 Conclusion 174
Appendix 175
REFERENCES 195
iii
TABLES
Table 2.1: Correlations, quarterly capital inflows 16
Table 2.2: Principal components, quarterly capital inflows 16
Table 2.3: Factor loadings, quarterly capital inflows 16
Table 2.4: Correlations, monthly foreign reserves 18
Table 2.5: Principal components, monthly foreign reserves 18
Table 2.6: Factor loadings, monthly foreign reserves 18
Table 2.7: Correlations of the first principal components with selected external variables,
1989 96 22
Table 2.8: Correlations of the first principal components with selected external variables,
1981 88 24
Table 2.9: Growth of bank credit to the private sector relative to the growth of GDP 26
Table 2.10: Nominal growth rates of selected monetary indicators relative to the growth rate
of nominal GDP 27
Table 2.11: Real growth rates of selected monetary indicators relative to the growth rate of
real GDP 28
Table 2.12: Growth rates of nominal and real domestic absorption 29
Table 2.13: Real effective exchange rates of selected Asian and Latin American countries32
Table 2.14: Decomposition of variation in real effective exchange rates, 1995 96 34
Table 2.15: Composition of aggregate demand of Southeast Asian countries 35
Table 2.16: Granger causality test 36
Table 2.17: Unit root tests, 1981Q1 1996Q4 38
Table 2.18: Unit root tests, REER and first principal component, 1981Q1 1996Q4 38
Table 2.19: Tests of restrictions on panel VAR, narrow money as monetary indicator,
1981Q1 1996Q4 40
Table 2.20: Tests of restrictions on panel VAR, broad money as monetary indicator,
1981Q1 1996Q4 40
Table 2.21: Tests of restrictions on panel VAR, domestic credit as monetary indicator,
1981Q1 1996Q4 40
Table 2.22: Optimal VAR order, 1981Q1 1996Q4 41
Table 2.23: Granger causality test, Ml as monetary indicator, 1981Q1 1996Q4 42
Table 2.24: Granger causality test, M2 as monetary indicator, 1981Q1 1996Q4 43
Table 2.25: Granger causality test, DC as monetary indicator, 1981Q1 1996Q4 44
Table 2.26: Variance decomposition of the first principal component, 1981Q1 1996Q4.... 45
V
Table 2.27: Variance decomposition of the capital account, 1981Q1 1996Q4 46
Table 2.28: Variance decomposition of the monetary indicator, 1981Q1 1996Q4 47
Table 2.29: Variance decomposition of the current account, 1981Q1 1996Q4 48
Table 2.30: Chow breakpoint test, 1981Q1 1996Q4 49
Table 2.31: Summary of the evidences of the capital account crisis 52
Table 2.32: Short term debt at the end of 1996, selected Asian countries 53
Table 2.33: Unit root tests, 1989Q1 1996Q4 58
Table 2.34: Unit root tests, REER and first principal component, 1989Q1 1996Q4 58
Table 2.35: Optimal VAR order, 1989Q1 1996Q4 58
Table 2.36: Tests of restrictions on panel VAR, narrow money as monetary indicator,
1989Q1 1996Q4 59
Table 2.37: Tests of restrictions on panel VAR, broad money as monetary indicator,
1989Q1 1996Q4 59
Table 2.38: Tests of restrictions on panel VAR, domestic credit as monetary indicator,
1989Q1 1996Q4 59
Table 2.39: Granger causality test, Ml as monetary indicator, 1989Q1 1996Q4 60
Table 2.40: Granger causality test, M2 as monetary indicator, 1989Q1 1996Q4 61
Table 2.41: Granger causality test, DC as monetary indicator, 1989Q1 1996Q4 62
Table 2.42: Variance decomposition of the first principal component, 1989Q1 1996Q4... 63
Table 2.43: Variance decomposition of the capital account, 1989Q1 1996Q4 64
Table 2.44: Variance decomposition of the monetary indicator, 1989Q1 1996Q4 65
Table 2.45: Variance decomposition of the current account, 1989Q1 1996Q4 66
Table 3.1: Financial liberalization in the ASIA 4 until 1997 75
Table 3.2: Financial liberalization in the ASIA 4 until 1997, continue 76
Table 3.3: Description of sample statistics 80
Table 3.4: Definition of financial ratios 81
Table 3.5: Summary statistics of the panel data 83
Table 3.6: Panel regressions of charter value and risk taking on index of financial
liberalization 85
Table 3.7: Panel regressions of capital position and risk taking on charter value 86
Table 3.8: Panel regressions of charter value and risk taking on index of financial
liberalization, problem banks 87
Table 3.9: Panel regressions of capital position and risk taking on charter value, problem
banks g8
Table 3.10: Test of robustness 89
vi
Table 3.11: Univariate discriminant analysis 91
Table 3.12: Summary of distinct characteristics between problem banks and control banks
92
Table 3.13: Multivariate discriminant analysis 93
Table 3.14: Stepwise discriminant analysis, using entry=10% removal=20% 93
Table 3.15: Dates of liberalization measures, Indonesia, 1980 96 98
Table 3.16: Dates of liberalization measures, Korea, 1980 96 99
Table 3.17: Dates of liberalization measures, Malaysia, 1980 96 100
Table 3.18: Dates of liberalization measures, Thailand, 1980 96 101
Table 4.1: Comparison of banking crises dates of selected studies 108
Table 4.2: Comparison of banking crises timing, first example, threshold=1.5% 123
Table 4.3: Comparison of resolution costs, first example 125
Table 4.4: Correlations between the index of money market pressure and its components,
first example 126
Table 4.5: Relative weights of components in crisis period, first example, thresholds.5%,
window=48 months 126
Table 4.6: Banking crises timing, second example, thresholds.5% 130
Table 4.7: Comparison of resolution costs, second example 132
Table 4.8: Correlations between the index of money market pressure and its components,
second example 133
Table 4.9: Relative weights of components in crisis period, second example,
thresholds.5%, window=48M 133
Table 4.10: Banking crises dates of 47 countries, thresholds .5% 136
Table 4.11: Banking crises dates of 47 countries, threshold^.5% 137
Table 4.12: Multivariate logit regressions, threshold= 1.5%, window width=8 quarters ... 140
Table 4.13: Multivariate logit regressions, thresholds .5%, window widthS2 quarters. 141
Table 4.14: Multivariate logit regressions, thresholds.5%, window widths6 quarters . 142
Table 4.15: Multivariate logit regressions, threshold=2.5%, window width=8 quarters ... 143
Table 4.16: Multivariate logit regressions, threshold=2.5%, window widthS2 quarters . 144
Table 4.17: Multivariate logit regressions, threshold=2.5%, window widthS6 quarters . 145
Table 4.18: Leading indicators of banking crises 150
Table 4.19: Optimal thresholds of leading indicators (percentile) 150
Table 4.20: Signals accounting 152
Table 4.21: Performance of leading indicators under the signals approach 152
Table 4.22: Description of variables and sources, index of money market pressure 155
vii
Table 4.23: Description of explanatory variables and data sources, multivariate logit
regressions for bank crises 155
Table 4.24: Dates of interest rates liberalization, 1980 2001 156
Table 5.1: A summary of the findings of existing research on twin crises 162
Table 5.2: Description of variables and data sources, index of speculative pressure 175
Table 5.3: Description of variables and data sources, index of money market pressure.... 175
Table 5.4: Countries included in the study and the grouping 176
Table 5.5: Occurrences of currency crises: 72 currency crises 177
Table 5.6: Occurrences of banking crises: 63 banking crises 178
Table 5.7: Occurrence of twin crises, definition 1: 20 twin crises 179
Table 5.8: Occurrence of twin crises, definition 2: 28 twin crises 180
Table 5.9: Distribution of currency and banking crises over time 181
Table 5.10: Distribution of currency and banking crises over different groups of countries
181
Table 5.11: Banking crises and the frequency of accompanying currency crises (percent)182
Table 5.12: Banking crisis as indicator of currency crisis 182
Table 5.13: Banking crisis as indicator of currency crisis, extension 1 182
Table 5.14: Banking crisis as indicator of currency crisis, extension 2 182
Table 5.15: Currency crises and the frequency of accompanying banking crises (percent)
183
Table 5.16: Currency crisis as indicator of banking crisis 183
Table 5.17: Currency crisis as indicator of banking crisis, extension 1 183
Table 5.18: Currency crisis as indicator of banking crisis, extension 2 183
Table 5.19: Bivariate probit regression for currency crises 184
Table 5.20: Bivariate probit regression for banking crises 185
Table 5.21: Description of variables and data sources, multivariate probit regression 186
Table 5.22: Multivariate probit regression for currency crises 187
Table 5.23: Multivariate probit regression for currency crises, continue 188
Table 5.24: Multivariate probit regression for banking crises 189
Table 5.25: Multivariate probit regression for banking crises, continue 190
Table 5.26: Simultaneous probit regression for currency and banking crises 191
Table 5.27: Test of robustness 192
Table 5.28: Test of robustness, continue 193
viii
FIGURES
Figure 2.1: Component Plot, Capital Inflows 1981 88 17
Figure 2.2: Component Plot, Capital Inflows 1989 96 17
Figure 2.3: Component Plot, Foreign Reserves 1981 88 19
Figure 2.4: Component Plot, Foreign Reserves 1989 96 19
Figure 2.5: Yen/Dollar exchange rate, 1980 99 33
Figure 3.1: Index of financial liberalization, ASIA 4 countries 84
Figure 3.2: Cross sectional regression of capital to assets ratio on charter value 88
Figure 4.1: Index of money market pressure, first example, threshold^ 1.5% 124
Figure 4.2: Index of money market pressure, second example, threshold 1.5% 131
ix
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| any_adam_object | 1 |
| author | Ho, Tai-kuang 1969- |
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| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| record_format | marc |
| series2 | Berichte aus der Volkswirtschaft |
| spelling | Ho, Tai-kuang 1969- Verfasser (DE-588)124652425 aut Four essays in the economics of banking and currency crises Tai-kuang Ho Aachen Shaker 2003 IX, 202 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Berichte aus der Volkswirtschaft Zugl.: Bonn, Univ., Diss., 2003 Währungskrise (DE-588)4396352-3 gnd rswk-swf Währungspolitik (DE-588)4064152-1 gnd rswk-swf Bankenkrise (DE-588)4209657-1 gnd rswk-swf Internationaler Kreditmarkt (DE-588)4120506-6 gnd rswk-swf Geldpolitik (DE-588)4019902-2 gnd rswk-swf Asiatisch-Pazifischer Raum (DE-588)4341196-4 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Asiatisch-Pazifischer Raum (DE-588)4341196-4 g Währungskrise (DE-588)4396352-3 s Währungspolitik (DE-588)4064152-1 s Internationaler Kreditmarkt (DE-588)4120506-6 s DE-604 Bankenkrise (DE-588)4209657-1 s Geldpolitik (DE-588)4019902-2 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010324331&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ho, Tai-kuang 1969- Four essays in the economics of banking and currency crises Währungskrise (DE-588)4396352-3 gnd Währungspolitik (DE-588)4064152-1 gnd Bankenkrise (DE-588)4209657-1 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Geldpolitik (DE-588)4019902-2 gnd |
| subject_GND | (DE-588)4396352-3 (DE-588)4064152-1 (DE-588)4209657-1 (DE-588)4120506-6 (DE-588)4019902-2 (DE-588)4341196-4 (DE-588)4113937-9 |
| title | Four essays in the economics of banking and currency crises |
| title_auth | Four essays in the economics of banking and currency crises |
| title_exact_search | Four essays in the economics of banking and currency crises |
| title_full | Four essays in the economics of banking and currency crises Tai-kuang Ho |
| title_fullStr | Four essays in the economics of banking and currency crises Tai-kuang Ho |
| title_full_unstemmed | Four essays in the economics of banking and currency crises Tai-kuang Ho |
| title_short | Four essays in the economics of banking and currency crises |
| title_sort | four essays in the economics of banking and currency crises |
| topic | Währungskrise (DE-588)4396352-3 gnd Währungspolitik (DE-588)4064152-1 gnd Bankenkrise (DE-588)4209657-1 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Geldpolitik (DE-588)4019902-2 gnd |
| topic_facet | Währungskrise Währungspolitik Bankenkrise Internationaler Kreditmarkt Geldpolitik Asiatisch-Pazifischer Raum Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010324331&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT hotaikuang fouressaysintheeconomicsofbankingandcurrencycrises |