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題名:探究本國銀行加入金融控股公司對經營風險與生產成本之影響
書刊名:經濟研究. 臺北大學經濟學系
作者:陳永琦 引用關係
作者(外文):Chen, Yung-chi
出版日期:2007
卷期:43:2
頁次:頁209-242
主題關鍵詞:金融控股公司經營風險四因子市場模型Financial holding companyOperating riskFour-factor market model
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(5) 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:5
  • 共同引用共同引用:111
  • 點閱點閱:116
期刊論文
1.黃台心(19990600)。由利潤函數衡量我國銀行廠商之經濟效率--參數計量法的應用。經濟論文,27(2),283-309。new window  延伸查詢new window
2.Hughes, J. P.、Mester, J. L.(1993)。A Quality and Risk-Adjusted Cost Function for Banks: Evidence on the Too-Big-Fail Doctrine。Journal of Productivity Analysis,4(3),293-315。  new window
3.Cornwell, Christopher、Schmidt, Peter、Sickles, Robin C.(1990)。Production Frontiers with Cross-sectional and Time-series Variation in Efficiency Levels。Journal of Econometrics,46(1/2),185-200。  new window
4.Brennan, Michael J.、Chordia, Tarun、Subrahmanyam, Avanidhar(1998)。Alternative Factor Specifications, Security Characteristics, and the Cross-section of Expected Stock Returns。Journal of Financial Economics,49(3),345-373。  new window
5.Mester, L. J.(1996)。A Study of Bank Efficiency Taking into Account Risk-Preferences。Journal of Banking and Finance,20(6),1025-1045。  new window
6.鄭秀玲、周群新(19990600)。調整風險後之銀行成本函數分析:以臺灣銀行業為實證研究。經濟論文,27(4),247-281。new window  延伸查詢new window
7.Altunbas, Y.、Liu, M. H.、Molyneux, P.、Seth, Rama(2000)。Efficiency and Risk in Japanese Banking。Journal of Banking and Finance,24(10),1605-1628。  new window
8.Cummins, J. D.、Lewis, C. M.(2006)。The market value impact of operational loss events for US banks and insurers。Journal of Banking & Finance,30(10),2605-2634。  new window
9.Hamao, Y. R.、Masulis, R. W.、Ng, V. K.(1990)。Correlations in Price Changes and Volatility across International Stock Markets。The Review of Financial Studies,3(2),281-307。  new window
10.陳永琦(20061200)。不完全競爭市場下本國多產出銀行業合併之成本效益分析。臺大管理論叢,17(1),137-165。new window  延伸查詢new window
11.陳永琦、傅祖壇(2003)。本國銀行合併之效益分析。經濟研究,39(2),173-196。new window  延伸查詢new window
12.Berger, A. N.、Mester, L. J.(1997)。Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?。Journal of Banking and Finance,21(7),895-947。  new window
13.王衍智、鄭秀玲(20001100)。銀行併購風潮及其經濟效益評估。臺灣經濟金融月刊,36(11)=430,37-48。  延伸查詢new window
14.鄭秀玲、周群新(19980900)。調整風險後之銀行效率分析:臺灣銀行業的實證研究。經濟論文叢刊,26(3),337-366。new window  延伸查詢new window
15.Schmidt, Peter、Sickles, Robin C.(1984)。Production Frontier and Panel Data。Journal of Business and Economic Statistics,2(4),367-374。  new window
16.黃台心(20020300)。我國多產出銀行業不完全競爭策略行為之研究。經濟論文,30(1),79-113。new window  延伸查詢new window
17.Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance,50(1),131-155。  new window
18.Lee, Charles M. C.、Swaminathan, Bhaskaran(2000)。Price Momentum and Trading Volume。The Journal of Finance,55(5),2017-2069。  new window
19.黃台心(19980600)。以隨機成本邊界函數分析本國銀行的規模與多元經濟。經濟論文叢刊,26(2),209-241。new window  延伸查詢new window
20.Anderson, Ronald C.、Fraser, Donald R.(2000)。Corporate Control, Bank Risk Taking, and the Health of the Banking Industry。Journal of Banking and Finance,24(8),1383-1398。  new window
21.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
22.黃台心(19970300)。臺灣地區本國銀行成本效率之實證研究--隨機邊界模型之應用。人文及社會科學集刊,9(1),85-123。new window  延伸查詢new window
23.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
24.沈大白、楊佳寧(2001)。國內銀行市場風險-利率風險值之探討。貨幣觀測與信用評等,29,1-6。  延伸查詢new window
25.歐陽遠芬、陳碧琇(2001)。銀行的併購與經營績效-規模經濟、範疇經濟與效率之分析。臺灣銀行季刊,52(3),1-18。new window  延伸查詢new window
26.Berg, Sigbjørn Atle、Kim, Moshe(1998)。Banks as Multioutput Oligopolies: An Empirical Evaluation of the Retail and Corporate Banking Markets。Journal of Money, Credit and Banking,30(2),135-153。  new window
27.Class, J. C.、McKillop, D. G.、Hyndman, N.(1995)。Efficiency in the Provision of University Teaching and Research: An Empirical Analysis of UK Universities。Journal of Applied Econometrics,10(1),61-72。  new window
28.Gropper, Daniel M.(1995)。Product-line Deregulation and the Cost Structure of US Savings and Loan Associations。Applied Economics,27(2),183-191。  new window
會議論文
1.王凱立、林卓民、王美智(2004)。總體經濟、價格發現與訊息傳遞於跨國債市傳導過程之探討:多變量GARCH模型於美國與臺灣債市之應用。0。  延伸查詢new window
2.林進財、陳麗惠、鄭堯任(2003)。臺灣地區金融控股公司整體營運價值與財務風險衡量之研究。0。  延伸查詢new window
學位論文
1.廖盈婷(2004)。考慮多重產出價格風險之銀行效率分析(碩士論文)。淡江大學。  延伸查詢new window
2.黃思嘉(2000)。股權結構與組織策略對銀行信用風險之衝擊(碩士論文)。國立中央大學。  延伸查詢new window
3.杜幸樺(1999)。影響臺灣股票報酬之共同因素與企業特性之研究--Fama-French三因子模式.動能策略與交易量因素(碩士論文)。國立中山大學。  延伸查詢new window
4.鄭瑞真(2001)。成立金融控股公司之投資效率與風險評估--以我國銀行為例(碩士論文)。國立中央大學。  延伸查詢new window
5.吳姵萱(2002)。臺灣銀行業之效率與風險,0。  延伸查詢new window
6.陳海清(1995)。相對強勢投資組合策略再臺灣股市的績效實證分析,0。  延伸查詢new window
7.謝依真(2001)。銀行投資組合之風險衡量-VaR模型之應用,0。  延伸查詢new window
8.王玉婷(2002)。中國大陸普通股與美國存託憑證間之報酬波動性與外溢效果研究,0。  延伸查詢new window
9.施釗偉(2004)。考量風險差異後之臺灣銀行業探討,0。  延伸查詢new window
10.林嘉峰(2005)。以修正後β條件化模型評估金控公司系統風險,0。  延伸查詢new window
 
 
 
 
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