农业相关贷款违约的决定因素:来自中国的证据

Q2 Economics, Econometrics and Finance

Buletin Ekonomi Moneter dan Perbankan Pub Date : 2020-01-31 DOI:10.21098/bemp.v23i0.1160

Zhichao Yin, L. Meng, Yezhou Sha

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引用次数: 5

摘要

本文通过中国一家主要国有银行的大型数据集，调查了2002－2009年与农业相关的贷款违约情况。使用logit回归，我们发现农业相关贷款的违约率显著高于非农业相关贷款。我们发现，基准利率、贷款期限、抵押品类型、企业规模、股权结构和管理质量评级对涉农贷款违约有显著影响，但这也取决于涉农贷款的定义。研究结果为货币政策对农业相关贷款的实际影响提供了见解。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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DETERMINANTS OF AGRICULTURE-RELATED LOAN DEFAULT: EVIDENCE FROM CHINA

This paper investigates agriculture-related loan default in 2002–2009 through a largedata set from a leading Chinese state-owned bank. Using logit regression, we findthe default rate on agriculture-related loans is significantly higher than that on non–agriculture-related loans. We find that base interest rates, loan maturity, the typeof collateral, firm size, ownership structure, and managerial quality rating have asignificant impact on agriculture-related loan default, but this also depends on howagriculture-related loans are defined. The results provide insight into the real impactof monetary policy on agriculture-related lending.

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来源期刊

Buletin Ekonomi Moneter dan Perbankan Economics, Econometrics and Finance-Finance

CiteScore

2.20

自引率

0.00%

发文量

审稿时长

5 weeks