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題名:從巴塞爾協定探討銀行資產風險與資本適足性之關連--中國大陸商業銀行之實證研究
書刊名:當代會計
作者:侯啟娉 引用關係黃德芬 引用關係
作者(外文):Hou, Chi-pingHuang, Der-fen
出版日期:2006
卷期:7:2
頁次:頁171-194
主題關鍵詞:巴賽爾協定資產風險資本適足率Basel accordAsset riskCapital adequacy ratio
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(1) 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:23
期刊論文
1.Beaver, W.、Manegold, J.(1975)。The association between market determined and accounting determined measures of systematic risk: Some further evidence。Journal of Financial and Quantitative Analysis,10(2),231-284。  new window
2.Jacques, Kevin、Nigro, Peter(1997)。Risk-Based Capital, Portfolio Risk, and Bank Capital: A Simultaneous Equations Approach。Journal of Economics and Business,49(6),533-547。  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.Rime, B.(2001)。Capital requirements and bank behavior: Empirical evidence for Switzerland。Journal of Banking and Finance,25(2),789-805。  new window
5.Shrieves, Ronald E.、Dahl, Drew(1992)。The Relationship Between Risk and Capital in Commercial Banks。Journal of Banking and Finance,16(2),439-457。  new window
6.Saunders, Anthony、Strock, Elizabeth、Travlos, Nickolaos G.(1990)。Ownership Structure, Deregulation, and Bank Risk Taking。The Journal of Finance,45(2),643-654。  new window
7.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  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.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
10.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
11.White, Halbert L. Jr.(1980)。A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity。Econometrica: Journal of the Econometric Society,48(4),817-838。  new window
圖書
1.Benston, George J.、Eisenbeis, Robert A.、Horvitz, Paul M.、Kane, Edward J.、Kaufman, George G.(1986)。Perspectives on Safe and Sound Banking: Past, Present, and Future。Cambridge:MIT Press。  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.李衛玲(20040301)。中國加強商業銀行資本監管。  延伸查詢new window
3.宗展、趙秀芳(200206)。上市公司資訊揭露的真實性問題研究,虛假財務報告審計與監管。  延伸查詢new window
4.俞海琴、陳明煇(199305)。商業銀行資本與風險關係之實證研究。  延伸查詢new window
5.Aggarwal, R., and Jacques, K. T.(1998)。Assessing the impact of prompt corrective action on bank capital and risk。  new window
6.Barrios, V. E., and Blanco, J. M.(2003)。The effectiveness of bank capital adequacy regulation: A theoreticak and emprical approach。  new window
7.Buser, S. A., Chen, A. H. and Kane, E. J.(1981)。Federal deposit insurance, regulatory policy, and optimal bank capital。  new window
8.Dothan, U., and Williams, J.(1980)。Banks, bankruptcy, and public regulation。  new window
9.Furlong, F. T., and Keeley, M. C.(1989)。Capital regulation and bank risk-taking: A note。  new window
10.Huang, D. F.(2005)。The predictive power of capital adequacy ratios on bank risk。  new window
11.Huang, D. F., Ko, C. and Liu, C. C(2004)。The risk-relevant information content of changes in the basel capital regulations in Taiwan。  new window
12.Kahane, Y.(1977)。Capital adequacy and the regulation of financial intermediaries。  new window
13.Kumar, S., and Arora, S.(1995)。A model for risk classification of banks。  new window
14.Merton, R. C.(1977)。An analytical derivation of the cost of deposit insurance and loan guarantees an application of modern option pricing theory。  new window
15.Orgler, Y. E., and Taggart, R. A. Jr.(1983)。Implications of corporate capital structure theory for banking institutions: Note。  new window
16.Thomson, J. B.(1991)。Predicting bank failures in the 1980s。  new window
 
 
 
 
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