| 期刊論文| 1. | Longin, Francois M.、Solnik, Bruno(2001)。Extreme Correlation of International Equity Markets。Journal of Finance，56(2)，649-676。   | | 2. | Frye, J.、Ashley, L.、Bliss, R.(2000)。Collateral Damage: A Source of Systematic Credit Risk。Journal of Risk，13(4)，91-94。 | | 3. | Allen, Franklin、Gale, Douglas(2000)。Financial Contagion。Journal of Political Economy，108(1)，1-33。 | | 4. | Diamond, Douglas W.、Dybvig, Phillip H.(1983)。Bank Runs, Deposit Insurance, and Liquidity。Journal of Political Economy，91(3)，401-419。 | | 5. | Bae, Kee-Hong、Karolyi, G. Andrew、Stulz, René M.(2003)。A New Approach to Measuring Financial Contagion。Review of Financial Studies，16(3)，717-763。 | 其他| 1. | Allen, F. and D. Gale(2006)。Systemic risk and regulation。 | | 2. | Allen, F. and D. Gale(2000a)。Bubbles and Crises。 | | 3. | Bartram S. M., G. W. Brown, and J. E. Hund(2005)。Wstimating Systemic Risk in the International Financial System。 | | 4. | Blien, U. and F. Graef(1997)。Entropy Optimizing Methods for the Estimation of Tables。 | | 5. | Chan-Lau, J. A., Mathieson, D. J. and Yao, J. Y.(2005)。Extreme Contagion in Equity Markets。 | | 6. | De Bandt, O. and Hartmann P.(2000)。Systemiic Risk: A Survey。 | | 7. | Degryse, H. A. and G. Nguyen(2004)。Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System。 | | 8. | Elsinger, H., Lehar, A. and Summer, H.(2006)。Using Market Information for Banking System Risk Assessment。 | | 9. | Freixs, X., Parigi, B. and Rochet, J. C.(2000)。Systemic Risk, Interbank Relations and Liquidity Provision by Central Bank。 | | 10. | Fufine, C. H.(2003)。Interbank Exposures: Quantifying the Risk of Contagion。 | | 11. | Gropp, R. and Moerman, G.(2004)。Measuring of Contagion in Bank’s Equity Prices。 | | 12. | Jacklin, C. and Bhattacharya, S.(1988)。Distinguishing Panics and Information-based Runs: Welfare and Implications。 | | 13. | Leitner, Y.(2005)。Financial networks contagion commitment and private sector bailouts。 | | 14. | Rampini, A.(2005)。Default and aggregate income。 | | 15. | Schuermann T.(2004)。What Do We Know About Loss Given Default?。 | | 16. | Stone, R. N.(1962)。Multiple classifications in social accounting。 | | 17. | Upper C. and Worms A.(2004)。Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?。 | | 18. | Wells, Simon(2002)。UK Interbank Exposure: systemic risk implications。 | |