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題名:國內銀行的危機預警之存活分析研究
書刊名:臺灣銀行季刊
作者:張麗娟 引用關係
出版日期:2009
卷期:60:2
頁次:頁27-53
主題關鍵詞:銀行危機預警存活分析
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:309
  • 點閱點閱:7
期刊論文
1.Cole, S.、Gunther, Jeffery W.(1995)。Separating the likelihood and timing of bank failure。Journal of Banking & Finance,19,1073-1089。  new window
2.Noh, H. J.、Roh, T. H.、Han, I.(2005)。Prognostic Personal Credit Risk Model Considering Censored Information。Expert Systems with Applications,28(4),753-762。  new window
3.Pompe, P.、Bilderbeek, J.(2005)。The Prediction of Bankruptcy of Small-and Medium-Sized Industrial Firms。Journal of Business Venturing,20(6),847-868。  new window
4.曾俊堯(19951000)。信用卡信用風險評估模式之研究。中州學報,8,300-314。  延伸查詢new window
5.龔昶元(19980900)。Logistic Regression模式應用於信用卡信用風險審核之研究--以國內某銀行信用卡中心為例。臺北銀行月刊,28(9)=335,35-49。  延伸查詢new window
6.David, J. H.(2001)。Modelling Consumer Credit Risk。Journal of Management Mathematics,12(2),139-155。  new window
7.Luoma, M.、Laitinen, E. K.(1991)。Survival Analysis as a Tool for Company Failure Prediction。International Journal of Management Science,19(6),673-678。  new window
8.Keasey, K.、McGuinness, P.、Short, H.(1990)。Multi-logit Approach to Predicting Corporate Failure--Further Analysis and the Issue of Signal Consistency。Omega,18(1),85-94。  new window
9.Lee, S. H.、Urrutia, J. L.(1996)。Analysis and Prediction of Insolvency in the Property-Liability Insurance Industry: A Comparison of Logit and Hazard Models。The Journal of Risk and Insurance,63(1),121-130。  new window
10.Scott, James(1981)。The Probability of Bankruptcy: A Comparison of Empirical Predictions and Theoretical Models。Journal of Banking and Finance,5(3),317-344。  new window
11.Lane, W. R.、Looney, S. W.、Wansley, J. W.(1986)。An Application of the Cox Proportional Hazards Model to Bank Failure。Journal of Banking & Finance,10(4),511-531。  new window
12.Blum, M. P.(1974)。Failing Company Discriminant Analysis。Journal of Accounting Research,12(1),1-25。  new window
13.Collins, Robert A.、Green, Richard D.(1982)。Statistical Methods for Bankruptcy Forecasting。Journal of Economics and Business,34(4),349-354。  new window
14.李紀珠(19931200)。金融機構失敗預測模型--加速失敗時間模型之應用。經濟論文叢刊,21(4),355-379。new window  延伸查詢new window
15.Retzlaff-Roberts, D. L.(1996)。Relating Discriminant Analysis and DEA to one another。Computers and Operations Research,23(4),311-322。  new window
16.羅靖霖、陳俊佑、鄭惠如(20080300)。臺灣商業銀行信用評等統計模型建立。貨幣觀測與信用評等,70,4-23。  延伸查詢new window
17.羅靖霖、陳俊佑(2008)。TCRI效力驗證--模式區別力。TEJ信用風險評估專刊,4。  延伸查詢new window
18.Altman, E.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporation Bankruptcy。The Journal of Finance,13,589-609。  new window
19.Altman, E.、Bharath, S.、Saunders, A.(2002)。Credit Ratings and the BIS capital Adequacy Reform Agenda。The Journal of Banking & Finance,26,909-921。  new window
20.Altman, E.、Sabato, G.(2005)。Effects of The New Basel Capital Accord on Bank Capital Requirement For SMEs。Journal of Financial Services Research,28,15-42。  new window
21.Cox, D. R.(1972)。Regression Models and Life-tables。Journal of the Royal Statistical Society. Series B,34,187-220。  new window
22.Hayhoe, C. R.、Leach, L. J.、Turner, P. R.(1999)。Discriminating the Number of Credit Cards Held by College Students Using Credit and Money Attitudes。Journal of Economic Psychology,20(6),643-656。  new window
23.Laitinen, E. K.(1991)。Financial Rations and Different Failure Processes。Journal of Business Finance and Accounting,18,649-673。  new window
24.Beaver, William H.(1966)。Financial Ratios as Predictors of Failure。Journal of Accounting Research,4,71-111。  new window
25.Sueyoshi, T.(2004)。Mixed integer programming approach of extended DEA-discriminant analysis。European Journal of Operational Research,152(1),45-55。  new window
26.林惠玲(19931200)。廠商之退出率與存活時間之計量模型--臺灣電力及電子機械器材製造業的驗證。經濟論文叢刊,21(4),411-440。new window  延伸查詢new window
27.Altman, E. I.、Haldeman, R. G.、Narayanan, P.(1977)。ZETA Analysis: A New Model to Identify Bankruptcy Risk of Corporations。Journal of Banking and Finance,1(1),29-54。  new window
28.Ohlson, James A.(1980)。Financial Ratios and the Probabilistic Prediction of Bankruptcy。Journal of Accounting Research,18(1),109-131。  new window
29.林淑萍、黃劭彥、蔡昆霖(20070600)。企業危機預警模式之研究--DEA-DA、邏輯斯迴歸與類神經網路之應用。會計與公司治理,4(1),35-56。new window  延伸查詢new window
30.林祖嘉、方世調(19920300)。臺北市紡織業與食品業廠商存活期間之分析。經濟論文,20(1),59-90。new window  延伸查詢new window
會議論文
1.Odom, M. D.、Sharda, R.(1990)。A Neural Networks for Bankruptcy Prediction。IEEE INNS International Joint Conference on Neural Networks。  new window
學位論文
1.郭志安(1997)。以Cox模型建立財務危機預警模式(碩士論文)。逢甲大學。  延伸查詢new window
2.陳肇榮(1994)。運用財務比率預測財務危機之實證研究(碩士論文)。國立臺灣大學。new window  延伸查詢new window
3.蔡淑惠(2004)。台灣地區國際合資公司存續之研究--存活模型應用(碩士論文)。銘傳大學。  延伸查詢new window
4.鄭婷月(2003)。汽車貸款客戶之風險研究(碩士論文)。國立成功大學。  延伸查詢new window
5.鍾岳昌(2004)。以比例危險模型估計房貸借款人提前清償及違約風險(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.Thomas, Lyn C.、Edelman, David B.、Crook, Jonathan N.(2002)。Credit Scoring and Its Application。Philadelphia, PA:Society for Industrial and Applied Mathematics。  new window
2.高強、黃旭男、Sueyoshi, Toshiyuki(2003)。管理績效評估:資料包絡分析法。華泰文化。new window  延伸查詢new window
其他
1.Altman, E.,Sabato, G.(2005)。Modeling Credit Risk for SMEs: Evidence from the US Market,http://www.defaultrisk.com/pp_model133.htm。  new window
 
 
 
 
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