Ảnh hưởng của biến động lạm phát lên sự phân bổ nguồn cho vay của ngân hàng - Bằng chứng thực nghiệm tại một số ngân hàng Châu Á

dụ, tỷ lệ vốn, quy mô, cấu trúc hữu của các ngân hàng có thể giúp giải thích cách phân bổ hiệu quả các khoản vay từ các ngân hàng?

TÀI LIỆU THAM KHẢO

Altunbas, Y., Gambacorta, L., Marques-Ibanez, D., 2010. Bank risk and monetary policy. J. Financ. Stab. 6 (3), 121–129.

Asghar, A., Ahmad, K., Ullah, S., Bedi-uz-Zaman & Rashid, M. T. (2011). The relationship between inflation and inflation uncertainty: a case study for Saarc region countries. International Research Journal of Finance and Economics, 66, 86-98.

Baum, C.F., Caglayan, M., Ozkan, N., 2009. The second moments matter: the impact of macroeconomic uncertainty on the allocation of loanable funds. Econ. Lett. 102 (2), 87–89.□

Beaudry, P., Caglayan, M., Schiantarelli, F., 2001. Monetary instability, the pre- dictability of prices, and the allocation of investment: an empirical investigation using UK panel data. Am. Econ. Rev. 91 (3), 648–662.□

Bollerslev, T., 1986. Generalized autoregressive conditional heteroskedasticity. J. Econom. 31 (3), 307–327.□

Brei, M., Gambacorta, L., von Peter, G., 2013. Rescue packages and bank lending. J. Bank. Finance 37 (2), 490–505.□

Brei, M., Schclarek, A., 2013. Public bank lending in times of crisis. J. Financ.

Stab. 9 (4), 820–830.□

Caglayan, M., Xu, B., 2014. Allocation effects of uncertainty on resources in Japan. Econ. Lett. 122 (1), 23–26.□

Caglayan, M., Xu, B., 2016. Inflation volatility effects on the allocation of bank loans. J. Financ. Stab. 24, 27-39.

Calmès, C., Théoret, R., 2014. Bank systemic risk and macroeconomic shocks: Cana- dian and US evidence. J. Bank. Finance 40, 388–402.

Delis, M.D., Kouretas, G.P., Tsoumas, C., 2014. Anxious periods and bank lending. J. Bank. Finance 38, 1–13.

Engle, R.F., 1982. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econom.: J. Econom. Soc. 50 (4), 987–1007. Friedman, M. (1977). Nobel lecture: Inﬂation and unemployment. Journal of

Political Economy, 85, 451–472.

Gambacorta, L., Marques-Ibanez, D., 2011. The bank lending channel: lessons from the crisis. Econ. Policy 26 (66), 135–182.

Golob, J. (1994).Does inflation uncertainty increase with inflation? Federal reserve bank of Kansas city economic review, 79, 27-38

J. Financ. Stab. 24, 27-39.

Kosak, M., Li, S., Loncarski, I., Marinc, M., 2015. Quality of bank capital and bank lending behavior during the global financial crisis. Int. Rev. Financ. Anal. 37, 168–183.

Quagliariello, M., 2009. Macroeconomic uncertainty and banks lending decisions: the case of Italy. Appl. Econ. 41 (3), 323–336.

STT

Quốc gia	Chỉ số thị trường chứng khoán
1	Bangladesh	MSCI BANGLADESH - PRICE INDEX
2	China	SHANGHAI SE COMPOSITE - PRICE INDEX
3	Hongkong	HANG SENG - PRICE INDEX
4	India	NIFTY 500 - PRICE INDEX
5	Indosia	IDX COMPOSITE - PRICE INDEX
6	Israel	ISRAEL TA 125 - PRICE INDEX
7	Jordan	AMMAN SE FINANCIAL MARKET - PRICE INDEX
8	Kazakhstan	KAZAKHSTAN SE KASE - PRICE INDEX
9	Korea	KOREA SE COMPOSITE (KOSPI) - PRICE INDEX
10	Kuwait	KUWAIT KIC GENERAL - PRICE INDEX
11	Malaysia	FTSE BURSA MALAYSIA KLCI - PRICE INDEX
12	Pakistan	KARACHI SE 100 - PRICE INDEX
13	Philippin	PHILIPPINE SE I(PSEi) - PRICE INDEX
14	Singapore	STRAITS TIMES INDEX L - PRICE INDEX
15	Srilanka	COLOMBO SE ALL SHARE - PRICE INDEX
16	Taiwan	TAIWAN SE WEIGHED TAIEX - PRICE INDEX
17	Thailand	BANGKOK S.E.T. - PRICE INDEX
18	Vietnam	HOCHIMINH SE VIETNAM INDEX - PRICE INDEX

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City Bank Ltd

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National Bank Ltd Pubali Bank Ltd Rupali Bank Ltd

United Commercial Bank Ltd Uttara Bank Ltd

ICB Islamic Bank Ltd Eastern Bank Ltd Dutch Bangla Bank Ltd Mutual Trust Bank Ltd Standard Bank Ltd Prime Bank Ltd

Dhaka Bank Ltd Southeast Bank Ltd

National Credit and Commerce Bank Ltd ONE Bank Limited

Bank Asia Ltd Mercantile Bank Ltd Social Islami Bank Ltd

Export Import Bank of Bangladesh Ltd Jamuna Bank Ltd

Brac Bank Ltd

Shahjalal Islami Bank Ltd Premier Bank Ltd

Trust Bank Ltd

First Security Islami Bank Ltd Al Arafah Islami Bank Ltd

China (Mainland)Ping An Bank Co Ltd

China Merchants Bank Co Ltd China Minsheng Banking Corp Ltd Hua Xia Bank Co Ltd

China Construction Bank Corp Bank of China Ltd

Industrial and Commercial Bank of China Ltd Industrial Bank Co Ltd

China Citic Bank Corp Ltd

Bank of Communications Co Ltd

Bank of Ningbo Co Ltd Bank of Nanjing Co Ltd Bank of Beijing Co Ltd

Shanghai Pudong Development Bank Co Ltd Agricultural Bank of China Ltd

China Everbright Bank Co Ltd

Chongqing Rural Commercial Bank Co Ltd Harbin Bank Co Ltd

Bank of Chongqing Co Ltd Huishang Bank Corp Ltd Shengjing Bank Co Ltd Bank of Jinzhou Co Ltd Bank of Zhengzhou Co Ltd Bank of Jiangsu Co Ltd Bank of Guiyang Co Ltd

Jiangsu Jiangyin Rural Commercial Bank Co Ltd Jiangsu Changshu Rural Commercial Bank Co Ltd Bank of Hangzhou Co Ltd

Bank of Shanghai Co Ltd

Jiangsu Wujiang Rural Commercial Bank Co Ltd Jiangsu Zhangjiagang Rural Commercial Bank Co Ltd

Hong KongChong Hing Bank Ltd

BOC Hong Kong Holdings Ltd Dah Sing Banking Group Ltd Dah Sing Financial Holdings Ltd HSBC Holdings PLC

Hang Seng Bank Ltd Bank of East Asia Ltd Bank of Qingdao Co Ltd Bank of Tianjin Co Ltd

China Zheshang Bank Co Ltd

Postal Savings Bank of China Co Ltd

Jilin Jiutai Rural Commercial Bank Corp Ltd Guangzhou Rural Commercial Bank Co Ltd Zhongyuan Bank Co Ltd

IndiaKotak Mahindra Bank Ltd

State Bank of India Federal Bank Ltd Andhra Bank

Punjab National Bank Vijaya Bank

Karur Vysya Bank Ltd Karnataka Bank Ltd South Indian Bank Ltd Union Bank of India Ltd Allahabad Bank

Canara Bank Ltd Indian Overseas Bank

State Bank of Bikaner and Jaipur State Bank of Mysore

State Bank of Travancore City Union Bank Ltd Dhanlaxmi Bank Ltd UCO Bank

Syndicate Bank Ltd Bank of Maharashtra Ltd

Oriental Bank Of Commerce Ltd Yes Bank Ltd

DCB Bank Ltd Indian Bank

Lakshmi Vilas Bank Ltd Central Bank of India Ltd Indusind Bank Ltd

Axis Bank Ltd United Bank of India

Jammu and Kashmir Bank Ltd Punjab & Sind Bank

IDBI Bank Ltd HDFC Bank Ltd ICICI Bank Ltd Corporation Bank Bank of Baroda Ltd ING Vysya Bank Ltd Dena Bank

Bank of India Ltd IDFC Bank Ltd RBL Bank Ltd

IndonesiaABN Amro Bank NV

Astra International TBK PT Bangkok Bank Pcl - Jakarta Branch Bank Antardaerah

Bank Arta Niaga Kencana Bank Artamedia

Bank Artha Graha

Bank Artha Graha Internasional Tbk Bank Artos Indonesia, Pt

Bank Arya Panduarta Bank Bahari

Bank BIRA - Bank Indonesia Raya Bank BNP Paribas Indonesia PT

Bank BPD Jateng-Bank Pembangunan Daerah Jawa Tengah Bank Bumi Daya (Persero) PT

Bank Central Asia Bank Central Dagang Bank Commonwealth

Bank Credit Lyonnais Indonesia Bank Dagang Dan Industri Bank Dagang Negara (Persero) Bank Danamon Indonesia Tbk Bank DBS Indonesia

Bank Duta

Bank Ekonomi Rahardja

Bank Ekspor Impor Indonesia - BankExim Bank Ganesha

Bank Hagakita

Bank Harda Internasional Bank Indonesia

Bank Keppel Tat Lee Buana Bank Kesejahteraan Ekonomi Bank Lautan Berlian

Bank Lippo Tbk

Bank Mandiri (Persero) Tbk Bank Mashill Utama

Bank Mega TBK Bank Metro Express

Bank Mitraniaga Tbk PT

Bank MNC Internasional Tbk., PT Bank Modern

Bank Negara Indonesia (Persero) - Bank BNI Bank OCBC NISP Tbk

Bank of China Limited (Jakarta Branch) Bank Of Tokyo-Mitsubishi Ufj, Ltd., The Bank Pan Indonesia Tbk PT-Panin Bank Bank Paribas - BBD Indonesia

Bank Pelita

Bank Pembangunan Daerah Kalimantan Timur