郭文旌,周磊

• 1:南京财经大学金融学院

摘要(Abstract)：

近年来商业银行资本结构的选择问题是理论界研究的热点。本文在Barrios-Blanco模型基础上,进一步研究了考虑无存款保险制度、经济政策的不确定性以及利率期限结构等的最优资本结构选择模型,从理论上分析了中国商业银行资本结构选择的主要影响因素,并利用实际数据进行了实证检验,实证结果表明前期资本、存款的流动性溢价等因素对商业银行的资本结构选择影响最大,当期资产、银行净利润波动性、经济政策的不确定等因素影响较小。

关键词(KeyWords)： 商业银行;最优资本结构;存款保险;资本监管;利率期限结构

Abstract:

Keywords:

基金项目(Foundation): 国家自然科学基金项目(项目编号:71071071,70871058);; 教育部人文社会科学研究规划项目(项目编号:09YJA790100);; 江苏省高校优势学科建设工程资助项目,江苏省高校哲学社会科学项目(项目编号:09SJB790013);; 南京财经大学科研基金项目资助(项目编号:2010JG015,Y1002)

作者(Author): 郭文旌,周磊

DOI: 10.13269/j.cnki.ier.2012.02.001

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