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題名:The Predictive Power of Capital Adequacy Ratios on Bank Risk
書刊名:當代會計
作者:黃德芬 引用關係
作者(外文):Huang, Der-fen
出版日期:2005
卷期:6:1
頁次:頁1-21
主題關鍵詞:銀行風險巴塞爾選擇權評價模型資本適足率清償力Bank riskBaselOption pricing methodologyRisk-based capital ratioSolvency
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:26
Other
1.Ronn, E. and Verma, A.(1986)。Pricing risk-adjusted deposit insurance: An option-based model。  new window
期刊論文
1.Bowman, R. G.(1979)。The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables。The Journal of Finance,34(3),617-630。  new window
2.Berger, Allen、Herring, Richard、Szegö, Giorgio(1995)。The role of capital in financial institutions。Journal of Banking and Finance,19,393-430。  new window
3.Kim, Daesik、Santomero, Anthony M.(1988)。Risk in banking and capital regulation。Journal of Finance,43(5),1219-1233。  new window
4.Blum, Jürg(1999)。Do capital adequacy requirements reduce risks in banking?。Journal of Banking and Finance,23(5),755-771。  new window
5.Episcopos, A.(2004)。The Implied Reserves of the Bank Insurance Fund。Journal of Banking and Finance,28(7),1617-1635。  new window
6.Ahmed, A. S.、Takeda, C.、Thomas, S.(1999)。Bank Loan-Loss Provisions: A Reexamination of Capital Management, Earnings Management, and Signaling Effects。Journal of Accounting & Economics,28(1),1-25。  new window
7.Keeley, Michael C.、Furlong, Frederick T.(1990)。A reexamination of mean-variance analysis of bank capital regulation。Journal of Banking and Finance,14(1),69-84。  new window
8.Venkatachalam, Mohan(1996)。Value-relevance of Banks' Derivatives Disclosures。Journal of Accounting and Economics,22(1-3),327-355。  new window
9.Vuong, Quang H.(1989)。Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses。Econometrica,57(2),307-333。  new window
10.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
11.Beaver, W.、Kettler, P.、Scholes, M.(1970)。The Association between Market Determined and Accounting Determined Risk Measures。The Accounting Review,45(4),654-682。  new window
12.Christie, Andrew A.(1982)。The Stochastic Behavior of Common Stock Variances: Value, Leverage and Interest Rate Effects。Journal of Financial Economics,10(4),407-432。  new window
13.Flannery, M. J.、James, C. M.(1984)。Market evidence on the effective maturity of bank assets and liabilities。Journal of Money, Credit, and Banking,16(4),435-445。  new window
14.Hamada, R. S.(1972)。The effect of the firm capital structure on the systematic risk of common stocks。The Journal of Finance,1972(Mar.),435-452。  new window
15.Hassan, M. K.(1993)。The off-balance sheet banking risk of large U.S. commercial banks。The Quarterly Review of Economics and Finance,33(1),51-69。  new window
16.Karels, G. V.、Prakash, A. J.、Roussakis, E.(1989)。The relationship between bank capital adequacy and market measures of risk。Journal of Business Finance and Accounting,16(5),663-673。  new window
其他
1.Sheldon, G.(1996)。Capital adequacy rules and the risk-seeking behavior of banks: A firm-level analysis。  new window
2.Avery, R. B. and A. N. Berger(1991)。Risk-based capital and deposit insurance reform。  new window
3.Barth, M., W. Beaver, and C. H. Stinson(1991)。Supplemental data and the structure of thrift share prices。  new window
4.Beaver, W. and J. Manegold(1975)。The association between market determined and accounting determined risk measures。  new window
5.C. Eger, S. Ryan, and M. A. Wolfson(1989)。Financial reporting, supplemental disclosures, and bank share prices。  new window
6.(1980)。The importance of a market-value measurement of debt in assessing leverage。  new window
7.Bradley, M. G., C. A. Wambeke, and D. A. Whidbee(1991)。Risk weights, risk-based capital and deposit insurance。  new window
8.Cox, J. and M. Rubinstein(1985)。Options Markets。  new window
9.Dewatripont, M. and J. Tirole(1995)。The Prudential Regulation of Banks。  new window
10.Fisher, G. R. and M. J. McAleer(1981)。Alternative procedures and associated tests of significance for non-nested hypotheses。  new window
11.Furlong, F. and M. Keeley(1989)。Capital regulation and bank risk-taking: a note。  new window
12.Godfrey, L. G.(1983)。Testing non-nested models after estimation by instrumental variables or least squares。  new window
13.Gonedes, N.(1973)。Evidence on the information content of accounting numbers: accounting-based and market-based estimates of systematic risk。  new window
14.Hamada, R. S.(1969)。Portfolio analysis, market equilibrium and corporation finance。  new window
15.G. V. Karels, and M. O. Peterson(1994)。Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks。  new window
16.Koehn, H. and A. Santomero(1980)。Regulation of bank capital and portfolio risk。  new window
17.Pyle, D. H.(1984)。Deregulation and deposit insurance reform。  new window
18.(1989)。Risk-based capital adequacy standards for a sample of 43 major banks。  new window
19.Santos, J. A. C.(2000)。Bank capital regulation in contemporary banking theory: A review of the literature。  new window
20.Scholes, M.(1996)。Global financial markets, derivative securities, and systemic risks。  new window
21.Wagster, J. D.(1996)。Impact of the 1988 Basle accord on international banks。  new window
22.White, H.(1980)。A heteroscedasticity-consistent covariance matrix estimator and a direct test。  new window
 
 
 
 
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