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題名:金融合併與風險傳染:臺灣實證研究
書刊名:商略學報
作者:蔡永順 引用關係
作者(外文):Tsai, Yung-shun
出版日期:2012
卷期:4:2
頁次:頁93-113
主題關鍵詞:金融合併風險傳染風險分散金融複雜Financial consolidationRisk contagionDiversificationInstitution complexity
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(3) 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:3
  • 共同引用共同引用:0
  • 點閱點閱:46
期刊論文
1.Stiroh, K. J.、Rumble, A.(2006)。The Dark Side of Diversification:The Case of US Financial Holding Companies。Journal of Banking & Finance,30(8),2131-2161。  new window
2.De Nicolo, G.、Bartholomew, P.、Zaman, J.、Zephirin, M.(2004)。Bank Consolidation, Internationalization, and Conglomeration: Trends and Implications for Financial Risk。Financial Markets, Institutions and Instruments,13(4),173-217。  new window
3.De Nicoló, G.、Kwast, M. L.(2002)。Systemic Risk and Financial Consolidation: Are They Related?。Journal of Banking & Finance,26(5),861-880。  new window
4.Demsetz, R. S.、Stxahan, P. E.(1997)。Diversification, Size, and Risk at Bank Holding Companies。Journal of Money, Credit and Banking,29(3),300-313。  new window
5.Corsetti, G.、Pericoli, M.、Sbracia, M.(2005)。Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion。Journal of International Money and Finance,24(8),1177-1199。  new window
6.Engle, R. F.、Ito, T.、Lin, W. L.(1990)。Meteor Showers or Heat Waves? Heteroskedastic Intra-day Volatility in the Foreign Exchange Market。Econometrica,58(3),525-542。  new window
7.Longstaff, F. A.(2010)。The Subprime Credit Crisis and Contagion in Financial Markets。Journal of Financial Economics,97(3),436-450。  new window
8.Allen, L.、Jagtiani, J.(2000)。The Risk Effects of Combining Banking, Securities, and Insurance Activities。Journal of Economics and Business,52(6),485-497。  new window
9.Longin, Francois M.、Solnik, Bruno(2001)。Extreme Correlation of International Equity Markets。Journal of Finance,56(2),649-676。  new window
10.Laeven, Luc、Levine, Ross(2007)。Is There a Diversification Discount in Financial Conglomerates?。Journal of Financial Economics,85(2),331-367。  new window
11.Allen, Franklin、Gale, Douglas(2000)。Financial Contagion。Journal of Political Economy,108(1),1-33。  new window
12.Diamond, Douglas W.、Dybvig, Phillip H.(1983)。Bank Runs, Deposit Insurance, and Liquidity。Journal of Political Economy,91(3),401-419。  new window
13.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。  new window
14.Diebold, Francis X.、Yilmaz, Kamil(2009)。Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets。Economic Journal,119(534),158-171。  new window
15.Allen, F.、Carletti, E.、Marquez, R.(2011)。Credit Market Competition and Capital Regulation。The Review of Financial Studies,24(4),983-1018。  new window
16.Forbes, K. J.、Rigobon, R.(2002)。No Contagion, Only Interdependence: Measuring Stock Market Co-movement。The Journal of Finance,57(5),2223-2261。  new window
17.Mishkin, F. S.(1999)。Financial Consolidation Dangers and Opportunities。Journal of Banking & Finance,23(2-4),675-691。  new window
18.Elsas, R.、Hackethal, A.、Holzhäuse, M.(2010)。The Anatomy of Bank Diversification。Journal of Banking & Finance,34(6),1274-1287。  new window
19.Fufine, C. H.(2003)。Interbank Exposures: Quantifying the Risk of Contagion。Journal of Money, Credit and Banking,35(1),111-128。  new window
20.Goldstein, I.、Pauzner, A.(2004)。Contagion of Selffulfilling Financial Crises Due to Diversification of Investment Portfolios。Journal of Economic Theory,119(1),151-183。  new window
21.Hoggarth, G.、Reis, R.、Saporta, V.(2002)。Costs of Banking System Instability: Some Empirical Evidence。Journal of Banking and Finance,26(5),825-855。  new window
22.Impson, M.(2000)。Contagion Effects of Dividend Reduction or Omission Announcements in the Electric Utility Industry。The Financial Review,35(1),121-136。  new window
23.Wagner, W.(2010)。Diversification at Financial Institutions and Systemic Crises。Journal of Financial Intermediation,19(3),373-386。  new window
24.Jacklin, C. J.、Bhattacharya, S.(1988)。Distinguishing Panics and Information-based Runs: Welfare and Implications。Journal of Political Economy,96(3),568-592。  new window
25.Kim, S. J.(2004)。Bailout and Conglomeration。Journal of Financial Economics,71(2),315-347。  new window
26.Allen, F.、Gale, D.(2004)。Competition and Financial Stability。Journal of Money, Credit and Banking,36(3),453-486。  new window
27.Beck, T.、Demirgüç-Kunt, A.、Levine, R.(2006)。Bank Concentration, Competition and Crises: First Results。Journal of Banking and Finance,30(5),1581-1603。  new window
28.Carlson, M.、Mitchener, K. J.(2006)。Branch Banking, Bank Competition and Financial Stability。Journal of Money, Credit and Banking,38(5),1293-1328。  new window
29.Perotti, E. C.、Suarez, J.(2002)。Last Bank Standing: What Do I Gain if You Fail?。European Ecomonic Review,46(9),1599-1622。  new window
30.Schmid, M. M.、Walter, I.(2009)。Do Financial Conglomerates Create or Destroy Economic Value?。Journal of Financial Intermediation,18(2),193-216。  new window
31.Uhde, A.、Heimeshoff, U.(2009)。Consolidation in Banking and Financial Stability in Europe: Empirical Evidence。Journal of Banking & Finance,33(7),1299-1311。  new window
32.Mishkin, F. S.(2006)。How Big a Problem is Too Big to Fail? A Review of Gary Stern and Ron Feldman's Too Big to Fail: The Hazards of Bank Bailouts。Journal of Economic Literature,44(4),988-1004。  new window
33.Wagner, W.、Marsh, I. W.(2006)。Credit Risk Transfer and Financial Sector Stability。Journal of Financial Stability,2(2),173-193。  new window
會議論文
1.Kwast, M. L.、Passmore, S. W.(1997)。The Subsidy Provided by the Federal Safety Net: Theory, Measurement and Containment381-401。  new window
研究報告
1.Boyd, J. H.、de Nicoló, G.、Jalal, A. M.(2007)。Bank Risk Taking and Competition Revisited: New Theory and New Evidence。  new window
2.de Bandt, O.、Hartmann, P.(2000)。Systemic Risk: A Survey。  new window
3.Winton, A.(1999)。Don't Put All Your Eggs in One Basket? Diversification and Specialization in Lending。  new window
4.Hartmann, P.、Straetmans, S.、de Vries, C. G.(2005)。Banking System Stability: A Cross-Atlantic Perspective。  new window
5.Liedorp, F. R.、Medema, L.、Koetter, M.、Koning, R. H.、Lelyveld, I. V.(2010)。Peer Monitoring or Contagion? Interbank Market Exposure and Bank Risk。  new window
圖書
1.Allen, F.、Gale, D.(2000)。Comparing Financial Systems。Cambridge, MA:MIT Press。  new window
2.Levinson, M.(2006)。Guide to Financial Markets。London。  new window
3.Allen, F.、Gale, D.(2007)。Systemic Risk and Regulation。The Risks of Financial Institutions。  new window
其他
1.Slijkermany, J. F.,Schoenmaker, D.,de Vries, C. G.(2005)。Risk Diversification by European Financial Conglomerates。  new window
 
 
 
 
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