我國金融危機預警系統之研究__臺灣人文及社會科學引文索引資料庫

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題名：	我國金融危機預警系統之研究
書刊名：	中央銀行季刊
作者：	吳懿娟
出版日期：	2003
卷期：	25:3
頁次：	頁5-42
主題關鍵詞：	金融危機預警系統
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(7) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:7 共同引用:0 點閱:29

　　　　　金融危機所造成之社會成本實難以估計，許多國際機構因而提出個各類風險指標，期能提供預警訊息俾助於決策者及時採取因應策略，以降低危機發生機率。本文提出之金融危機預警系統之架構，主要包括下列監測機制：(1)「總體審慎指標」提供趨勢分析，藉以衡量整體經濟及金融體質脆弱程度；(2)「預測危機發生時點之計量模型」，據以獲得及時性之調訊。擬透過這些機制，俾多方面掌控各項警訊。其中，本文建立之「預測危機發生時點之計量模型」，探討1997年第4季及1998年第4季這2個危機時點，發現數個包含不同指標之計量模型對上述危機發生時點頗具預測能力，也其皆較能正確預測1997年第4季之危機發時點，只有兩個模型亦能對1998年第4季本土性金融風暴發生時點提供較早之預警訊息。而這些模型中之主要指標的和國際相督文獻中認定之重要危機領先指標多有吻合之處。

以文找文

期刊論文
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6.	Eichengreen, Barry、Rose, Andrew、Wyplosz, Charles(1996)。Contagious Currency Crises: First Tests。Scandinavian Journal of Economics，8(4)，463-84。
7.	Haldane, Andy、Kruger, Mark(200112)。The Resolution of International Financial Crises: Private Finance and Public Funds, Bank of England & Bank of Canada。Financial Stability Review，11。
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會議論文
1.	許振明。金融危機後臺灣問題廠商及金融機構之探索研討會實錄。金融危機後臺灣問題廠商及金融機構之探索研討會，財團法人孫運璿學術基金會及國立台灣大學社會科學院經濟系 (會議日期: 民國89 年2 月26 日)。延伸查詢
2.	Borio, C.、Lowe, P.(200207)。Asset Prices, Financial and Monetary Stability: Exploring the Nexus。The BIS Conference on "Changes in Risk through Time: Measurement and Policy Options"。Basel。
3.	Sugisaki, Shigemitsu(2002)。Achieving Financial Stability: An International Perspective, Address by Deputy Managing Director of the IMF at the APEC Finance and Development Program。First Annual Forum，(會議日期: May 26)。Beijing, China。

研究報告
1.	Caprio, Gerald, Jr.、Klingebiel, Daniela(1996)。Bank Insolvencies: Cross Country Experience。
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5.	Hardy, Daniel C.、Pazarbasioglu, Ceyla(199909)。Determinants and Leading Indicators of Banking Crises: Further Evidence。
6.	Hawkins, John、Klau, Marc(200010)。Measuring Potential Vulnerabilities in EmergingMarket Economies。
7.	Hutchison, Michael、McDill, Kathleen(199904)。Are All Banking Crises Alike? The Japanese Experience in International Comparison。
8.	InternationalMonetary Fund(20020313)。EarlyWarning System models: The Next Steps Forward。
9.	International Monetary Fund(200004)。Macroprudential Indicators of Financial System Soundness。Washington DC：International Monetary Fund。
10.	Kaminsky, Graciela L.(1998)。Currency and Banking Crises: The early warnings of Distress。Washington：International Monetary Fund。
11.	Mishkin, Frederic S.(2001)。Financial Policies and The Prevention of Financial Crises in Emerging Market Countries。
12.	Obstfeld, Mauricc(1994)。The Logic of Currency Crises。
13.	Sundararajan, V.、Enoch, Charles、José, Armida San、Hilbers, Paul、Krueger, Russell、Moretti, Marina、Slack, Graham(2002)。Financial Soundness Indicators: Analytical Aspects and Country Practices。Washington, DC：International Monetary Fund。

圖書
1.	American Express Bank(200009)。Economics for Investment, Global Economics。
2.	Bhattacharyay, Biswanath(200105)。Strengthening and Harmonization of Macroprudential Indicators for Monitoring Financial and Asset Markets in Asia and Pacific。Strategy and Policy Department, Asian Development Bank。
3.	Demirguc-Kunt, A.、Detragiache, E.(1999)。Monitoring Banking Sector Fragility: AMultivariate Logit ApproachWith an Application to the 1996/97 Banking Crises。IMF。
4.	Eviews: Command and Programming Reference (1994-1997)。Quantitative Micro Software。
5.	Bank of England(200106)。Financial Stability Review。
6.	Joe, Ganley(20010730)。Financial Crises: View from a Central Bank, Presentation to the Central Bank of China at Taipei。Ganley：Adviser, Centre for Central Banking Studies, Bank of England。
7.	Morris, Goldstein、Kaminsky, Graciela L.、Reinhart, Carmen M.(200006)。Assessing Financial Vulnerability: An Early Warning System for Emerging Markets。Washington, DC：Institute for International Economics。
8.	International Monetary Fund、The World Bank(20030224)。Analytical Tools of the FSAP。World Bank and the International Monetary Fund。
9.	Morgan, J. P.(20000707)。World Financial Market。New York：Morgan Guaranty Trust Company。
10.	Pereira, Leite Sergio(20010501)。International Capital Flows: A Challenge for the 21th Century。IMF。
11.	Lynch, Merrill(19980721)。Currency Crises in Emerging Markets: A Guide to Speculative-Attack Models and Early-Warning Systems。
12.	Meyer, Laurence H.(20011218)。Financial Stability in Emerging Markets: What Have We Accomplished and What Remains to be Done?。Washington, D.C.：The Federal Reserve Board, at the Center for Strategic and International Studies。
13.	Wu, Yih-Jiuan、Yen, Tzung-Ta、Chen, Pei-Wen(2000)。Early Warning System for Currency Crises: An Empirical Study of SEACEN Countries。Kuala Lumpur, Malaysia：SEACEN Research and Training Centre。
14.	Greene, William H.(1997)。Econometric Analysis。Prentice Hall International, Inc.。
15.	Lindgren, Carl-Johan、Garcia, Gillian、Saal, Mattehew I.(1996)。Bank Soundness and Macroeconomic Policy。Washington, D. C.：International Monetary Fund。

單篇論文
1.	Persaud, Avinash D.(2000)。Sending the Herd Off the Cliff Edge: The Disturbing Interaction Between Herding and Market-Sensitive Risk Management Practices。

其他
1.	Asain Development Bank(2001)。A Regional EarlyWarning System Prototype for East Asia，http://www.mof.go.jp/jouhou/kokkin/tyousa/tyou052.pdf。
2.	Caritas International and CIDSE。How Did the Debt Crisis Come About? What Was Its Impact on Poor Countries?，http://www.worldhunger.org/articles/global/caritas2.htm。
3.	World Bank(1988)。Global Economic Prospects and the Developing Countries, 1998/99: Beyond Financial Crisis，http://www.worldbank.org/prospects/gep98-99/。

圖書論文
1.	James, Bell、Pain, Darren(200012)。Leading Indicator Model of Banking Crises。Financial Stability Review。Bank of England。
2.	Calvo, Sara、Reinhart, Carmen M.(1996)。Capital Flows to Latin America: Is There Evidence of Contagion Effects?。Private Capital Flows to Emerging Markets。Washington, DC：Institute for International Economics。
3.	InternationalMonetary Fund(200005)。Improved Outlook in East Asia, But Policy Challenges Remain。World Economic Outlook: Asset Prices and the Business Cycle, World Economic and Financial Surveys, International Financial Statistics。
4.	International Monetary Fund(199905)。Chapter III: International Financial Contagion。World Economic Outlook。
5.	InternationalMonetary Fund(199805)。Chapter IV: Financial Crises: Characteristics and Indicators of Vulnerability。World Economic Outlook。
6.	International Monetary Fund(199809)。Leading Indicators of Currency and Banking Crises。International Capital Market。
7.	Kaufman George G.(2000)。Banking and Currency Crises and Systemic Risk: Lessons from Recent Events。Economic Perspectives。Federal Reserve Bank of Chicago。
8.	Kohler, Host(200206)。The Role of the IMF in Safeguarding the Stability of the International Financial System。Managing Director of the InternationalMonetary Fund on the Occasion of the 150th Anniversary Celebrations of Giesecke & Devrient。Munich。
9.	Moskow, Michael K.(2000)。Disruptions in Global FinancialMarkets: The Role of Public Policy。Economic Perspectives。Federal Reserve Bank of Chicago。
10.	The Economist(20010721)。How the Bug Can Spread。Special Report: Emerging Markets。

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