:::

詳目顯示

回上一頁
題名:存在存款保險制度下銀行最適資本管制
書刊名:創新與管理
作者:尹賢瑜 引用關係吳壽山 引用關係丁碧慧
作者(外文):Yin, Hsien-yuWu, SoushanTing, Pi-hui
出版日期:2005
卷期:2:2
頁次:頁43-58
主題關鍵詞:資本管制存款保險投資組合理論銀行倒閉機率RBCRDeposit insurancePortfolio theoryBankrupt probability
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(0) 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:0
  • 共同引用共同引用:0
  • 點閱點閱:8
期刊論文
1.Koehn, H.、Santomero, A. M.(1980)。Regulation of bank capital and portfolio risk。Journal of Finance,35(5),1235-1244。  new window
2.Kim, Daesik、Santomero, Anthony M.(1988)。Risk in banking and capital regulation。Journal of Finance,43(5),1219-1233。  new window
3.Modigliani, F.、Miller, M. H.(1958)。The Cost of Capital, Corporation Finance and Theory of investment。American Economic Review,48(3),261-297。  new window
4.Marcus, A. J.、Shaked, I.(1984)。The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates。Journal of Money, Credit, and Banking,16(4),446-460。  new window
5.Ronn, E. I.、Verma, A. K.(1986)。Pricing risk-adjusted deposit insurance: An option-bases model。Journal of Finance,41,871-895。  new window
6.Sharpe, W. F.(1978)。Bank capital adequacy, deposit insurance and security values。Journal of Financial and Quantitative Analysis,13,701-718。  new window
7.Merton, Robert C.(1977)。An Analysis Deviation of the Cost of Deposit Insurance and Loan Guarantees: an Application of Modem Option Pricing Theory。Journal of Banking and Finance,1,3-11。  new window
8.Kareken, John H.、Wallace, Neil(1978)。Deposit Insurance and Bank Regulation: A Partial Equilibrium Exposition。Journal of Business,51(3),413-438。  new window
9.Cummins, J. David(1988)。Risk-Based Premiums for Insurance Guaranty Funds。Journal of Finance,43(4),823-839。  new window
10.Furlong, F. T.、Keeley, M. C.(1987)。Bank Capital Regulation and Asset Risk。Economic Review,2(1),20-40。  new window
圖書
1.Markowitz, H. M.(1959)。Portfolio Selection。John Wiley & Sons。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE