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Herd Behavior in the Japanese Loan Market: Evidence from Semi-Macro Data
http://hdl.handle.net/10112/2372
http://hdl.handle.net/10112/2372ef628c5c-9f93-4be0-b4ed-2007b9353552
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
KU-1100RE-20080300-02.pdf (1.6 MB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2010-09-10 | |||||
| タイトル | ||||||
| タイトル | Herd Behavior in the Japanese Loan Market: Evidence from Semi-Macro Data | |||||
| 言語 | en | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 著者 |
中川, 竜一
× 中川, 竜一× 内田, 浩史 |
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| 概要 | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | This paper examines whether or not herd behavior exists between different types of Japanese banks. Using data of loans outstanding by bank type from 1980 to 2000, we investigate statistical causality between loans from different types of banks in Japan. The results manifest significant causality from city banks to regional banks, from long-term credit banks to city banks, and from trust banks to city banks. Consistent with historical events in Japan, these relationships have been particularly strong for loans to emerging industries and for loans in the 1980s. We also conducted analysis to clarify possible causes of the detected herding. Among different stories behind herd behavior, the results are most consistent with the behavior based on reference from another type of bank. The results between long-term credit banks and city banks are also consistent with the "Cowbell"-like effect. | |||||
| 書誌情報 |
en : Kansai University review of economics 巻 10, p. 25-49, 発行日 2008-03 |
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| ISSN | ||||||
| 収録物識別子タイプ | PISSN | |||||
| 収録物識別子 | 13448463 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA1166240X | |||||
| 著者版フラグ | ||||||
| 出版タイプ | VoR | |||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
| 出版者 | ||||||
| 出版者 | Faculty of Economics, Kansai University | |||||
| 言語 | en | |||||
| 出版者（他言語） | ||||||
| 言語 | ja | |||||
| 値 | 関西大学経済学部 | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | herd behavior | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | banks | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | loan market | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Japan | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Cowbell effect | |||||
