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題名:巴塞爾協定對本國銀行投資組合之影響
書刊名:臺灣銀行季刊
作者:詹淑敏溫秀英
出版日期:2008
卷期:59:4
頁次:頁78-102
主題關鍵詞:巴塞爾協定資本適足率銀行資產投資組合放款
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:11
  • 點閱點閱:6
期刊論文
1.Peek, Joe、Rosengren, Eric(1995)。The Capital Crunch: Neither a Borrower nor a Lender Be。Journal of Money, Credit, and Banking,27,625-638。  new window
2.張麗娟(20000900)。銀行開放設立前後資本管制與資本決策之研究--運用混合橫斷面和時間序列迴歸模型。臺灣銀行季刊,51(3),305-340。new window  延伸查詢new window
3.Furfine, Craig(2001)。Bank portfolio allocation: The impact of capital requirements, regulatory monitoring, and economic conditions。Journal of Financial Services Research,20,33-56。  new window
4.Haubrich, Joseph G.、Wachtel, Paul(1993)。Capital requirements and shifts in commercial bank portfolios。Federal Reserve Bank of Cleveland Economic Review,29,2-15。  new window
5.Cebenoyan, A. Sinan、Strahan, Philip E.(2004)。Risk Management, Capital Structure and Lending at Banks。Journal of Banking and Finance,28(1),19-43。  new window
6.唐英輝(20030500)。國內「信用緊縮」現象探討。貨幣觀測與信用評等,41,95-104。  延伸查詢new window
7.Berger, Allen N.、Udell, Gregory F.(1994)。Did risk-based capital allocate bank credit and cause a ‘credit crunch ‘ in the United States?。Journal of Money, Credit & Banking,26(3),585-628。  new window
8.Mundlak, Yair(1978)。On the Pooling of Time Series and Cross Section Data。Econometrica,46(1),69-86。  new window
9.Hausman, J. A.(1978)。Specification Test in Econometrics。Econometrica,46(6),1251-1271。  new window
10.Sharp, William F.(1978)。Bank Capital Adequacy, Deposit Insurance and Security Value。Journal of Financial and Quantitative Analysis,13,710-718。  new window
11.Kim, Dong Won、Lee, Young Soo、Park, Kyung Suh(2002)。Credit Crunch and Shocks to Firms: Korean Experience under the Asian Financial Crisis。Emerging Markets Review,3,195-210。  new window
12.Montgomery, Heather(2005)。The effect of the Basel Accord on bank portfolios in Japan。Journal of the Japanese and International Ecomomies,19,24-36。  new window
13.Park, Sangkyun(2006)。Effects of Stock Mispricing and Regulatory Capital Constraints on Bank Lending。Journal of Economics and Business,58,137-152。  new window
14.Hatakeda, Takashi(2000)。Bank Lending Behaviour under a Liquidity Constraint。Japan and the World Ecomomy,12,127-141。  new window
15.Honda, Yuzo(2002)。The Effects of the Basle Accord on Bank Credit: the Case of Japan。Applied Economics,34,1233-1239。  new window
16.Horiuchi, Akiyoshi、Katsutoshi, Shimizu(1998)。The Deterioration of Bank Balance Sheets in Japan: Risk-Taking and Recapitalization。Pacific-Basin Finance Journal,6,1-26。  new window
17.Chiuri, Maria Concetta、Ferri, Giovanni、Majnoni, Giovanni(2001)。Enforcing the 1988 Basel Capital Requirements: Did it Curtail Bank Credit in Emerging Economies。Economic Notes,30(3),399-419。  new window
18.Chiuri, Maria Concetta、Ferri, Giovanni、Majnoni, Giovanni(2002)。The Macroeconomic Impact of Bank Capita! Requirements in Emerging Economies: Past Evidence to Assess the Future。Journal of Banking and Finance,26,881-904。  new window
學位論文
1.劉美纓(1994)。風險性資產導向資本管制政策效果之研究(博士論文)。國立交通大學。new window  延伸查詢new window
2.王志文(2002)。資本適足率制度變革對銀行資產組合暨資本與風險之影響--台灣地區之實證研究(碩士論文)。國立東華大學。  延伸查詢new window
3.蔡佩君(2004)。國內信用與總體經濟變數互動之分析--共整合方法之應用(碩士論文)。國立高雄應用科技大學。  延伸查詢new window
4.吳鴻聲(2003)。實施新資本適足規定對總體經濟的影響:臺灣之實證研究(碩士論文)。國立雲林科技大學。  延伸查詢new window
5.黃琬馨(2002)。金融風暴後台灣信用市場供給與需求的研究(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Crouhy, Michel、Galai, Dan、Mark, Robert、台灣金融研訓院編譯委員會(2004)。風險管理。臺北:財團法人台灣金融研訓院。  延伸查詢new window
2.Stock, James H.、Waston, Mark W.(2003)。Introduction to Econometrics。Addison Wesley。  new window
3.Greene, William. H.(2000)。Econometric Analysis。Prentice Hall:The United States of America。  new window
4.Wooldridge, Jeffrey M.(2002)。Econometric Analysis of Cross Section and Panel Data。Cambridge, Massachusetts:MIT Press。  new window
5.Hsiao, Cheng(2003)。Analysis of Panel Data。Cambridge University Press。  new window
6.Gujarati, Domodar N.、Porter, D. C.(2003)。Basic Econometrics。New York:McGraw Hill。  new window
 
 
 
 
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