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題名:臺灣銀行業資本及風險之關係:利用分量迴歸分析
書刊名:管理學報
作者:賴奕豪 引用關係許文彥 引用關係
作者(外文):Lai, Yi-haoHsu, Wenyen
出版日期:2009
卷期:26:4
頁次:頁377-389
主題關鍵詞:資本比率資產風險二階段分量迴歸Capital ratiosPortfolio riskTwo-stage quantile regression
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(4) 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:4
  • 共同引用共同引用:10
  • 點閱點閱:61
期刊論文
1.Blum, J.(1999)。Do Capital Adequacy Requirements Reduce Risk in Banking?。Journal of Banking Finance,23(5),755-771。  new window
2.Jeitschko, T. D.(2007)。Do well-capitalized banks take more risk? Evidence from the Korean banking system。Journal of Banking Regulation,8(3),291-315。  new window
3.Aggarwal, R.、Jacques, K. T.(2001)。The Impact of FDICIA and Prompt Corrective Action on Bank Capital and Risk: Estimates Using a Simultaneous Equations Model。Journal of Banking and Finance,25(6),1139-1160。  new window
4.Leland, H. E.,(1998)。“Agency Costs, Risk Management, and Capital Structure,”。Journal of Finance,Vol. 53, No. 4,1213-1243。  new window
5.Kim, Daesik、Santomero, Anthony M.(1988)。Risk in banking and capital regulation。Journal of Finance,43(5),1219-1233。  new window
6.Amemiya, Takeshi(1982)。Two Stage Least Absolute Deviations Estimators。Econometrica,50(3),689-712。  new window
7.Kim, Tae-Hwan、Muller, Christohpe(2004)。Two-Stage Quantile Regression when the First Stage is Based on Quantile Regression。Econometrics Journal,7(1),218-231。  new window
8.Powell, James(1983)。The Asymptotic Normality of Two Stage Least Absolute Deviations Estimators。Econometrica,51(5),1569-1575。  new window
9.Merton, Robert C.(1977)。An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory。Journal of Banking & Finance,1(1),3-11。  new window
10.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
11.Keeley, Michael C.、Furlong, Frederick T.(1990)。A reexamination of mean-variance analysis of bank capital regulation。Journal of Banking and Finance,14(1),69-84。  new window
12.Myers, Stewart C.(1977)。Determinants of Corporate Borrowing。Journal of Financial Economics,5(2),147-175。  new window
13.郭照榮(19971200)。風險基礎的資本管制對臺灣銀行業者投資組合行為之影響。管理學報,14(4),479-506。new window  延伸查詢new window
14.Myers, Stewart C.、Majluf, Nicholas S.(1984)。Corporate Financing and Investment Decisions When Firms Have Information That Investor Do Not Have。Journal of Financial Economics,13(2),187-221。  new window
15.Cummins, J. David、Sommer, David W.(1996)。Capital and Risk in Property-Liability Insurance Markets。Journal of Banking and Finance,20(6),1069-1092。  new window
16.林景春(1996)。資本適足性之規定對台灣地區銀行風險影響之實證研究。台灣銀行季刊,第四十七卷第三期,1-34。new window  延伸查詢new window
17.黃介良、吳文彰(1995)。銀行獲利率、資產風險和資本比率關係之實證研究。基層金融,第三十一期,25-46。  延伸查詢new window
18.Avery, R. B. and A. B. Berger(1991)。Risk-Based Capital and Deposit Insurance Reform。Journal of Banking and Finance,15(4),847-874。  new window
19.Berger, A. N.(1995)。The Relationship between Capital and Earning in Banking。Journal of Money,27(2),432-456。  new window
20.Buser, S., A. Chen and E. Kane,(1981)。Federal DepositInsurance, Regulatory Policy, and Optimal Bank Capital。Regulatory Policy,36(1),51-60。  new window
21.Fonseca, A. R. and Francisco Gonzalez,(2008)。Cross-Country Determinants of Bank Income Smoothing by Managing Loan-Loss Provision。Journal of Banking and Finance,32(2),217-228。  new window
22.Furlong, F. T. and M. C. Keeley,(1989)。Capital Regulation and Bank Risk-Taking: A Note。Journal of Banking and Finance,13(6),883-891。  new window
23.Jacques, K. and P. Nigro(1997)。Risk-Based Capital: A Simultaneous Equations Approach。Journal of Economics and Business,49(6),533-547。  new window
24.Orgler, Y. E. and R. A. Taggart, Jr.(1983)。Implications of Corporate Capital Structure Theory for Banking Institutions。Journal of Money,15(2),212-221。  new window
25.Rime, B.(2001)。Capital Requirements and Bank Behaviour: Empirical Evidence for Switzerland。Journal of Banking and Finance,25(4),789-805。  new window
26.Shrieves, R. E. and D. Dahl(1992)。Relationship between Risk and Capital in Commercial Banks。Journal of Banking and Finance,16(2),439-457。  new window
研究報告
1.Godlewski, C.,(2004)。Capital Regulation and Credit Risk Taking: Empirical Evidence from Banks in Emerging Market Economies。  new window
圖書
1.Gujarati, Damodar N.(2003)。Basic Econometrics。Boston, MA:McGraw-Hill。  new window
2.Cummins, J. D.、Harrington, S.、Niehaus, G.(1995)。Risk-Based Capital Requirements for Property-Liability Insurers: A Financial Analysis。New York:New York University Salomon Center。  new window
3.Ediz, T., I. Michael and W. Perraudin(1998)。Bank Capital Dynamics and Regulatory Policy。New York。  new window
 
 
 
 
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