| 期刊論文1. | Dѐes, S.、di Mauro, F.、Pesaran, M. H.、Smith, L. V.(2007)。Exploring the International Linkages of The Euro Area: A Global VAR Analysis。Journal of Applied Econometrics,22(1),1-38。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Adrian, Tobias、Shin, Hyun Song(2010)。Liquidity and leverage。Journal of Financial Intermediation,19(3),418-437。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Hoggarth, Glenn(2003)。Assessing the Strength of UK Banks through Macroeconomic Stress Tests。Financial Stability Review,14,91-103。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Pesaran, M. H.、Schuermann, T.、Weiner, S. M.(2004)。Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model。Journal of Business and Economic Statistics,22,129-162。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Allen, Franklin、Gale, Douglas(2000)。Financial Contagion。Journal of Political Economy,108(1),1-33。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Diamond, Douglas W.、Dybvig, Phillip H.(1983)。Bank Runs, Deposit Insurance, and Liquidity。Journal of Political Economy,91(3),401-419。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Merton, Robert C.(1974)。On the pricing of corporate debt: The risk structure of interest rate。Journal of Finance,29(2),449-470。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Pesaran, M. H.、Schuermann, T.、Treutler, B.、Weiner, S. M.(2006)。“Macroeconomic dynamics and credit risk: A global perspective”。Journal of Money, Credit and Banking,38(5),1211–1261。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Alessandri, P.、Gai, P.、Kapadia, S.、Mora, N.、Puhr, C.(2009)。Towards a Framework for Quantifying Systemic Stability。International Journal of Central Banking,5(3),47-81。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | Bunn, P.、Cunningham, A.、Drehmann, M.(2005)。Stress Testing as a Tool for Assessing Systemic Risks。Bank of England Financial Stability Review,18,116-126。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Eisenberg, L.、Noe, T. H.(2001)。Systemic Risk in Financial Systems。Management Science,47(2),236-249。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 研究報告1. | IMF(201104)。Durable Financial Stability-Getting There from Here。Washington:International Monetary Fund。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Cihák, M.(2007)。Introduction to Applied Stress Testing。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Aikman, D.、Alessandri, B. E.、P. Gai、S. Kapadia、Martin, E.、Mora, N.、Sterne, G.、Willison, M.(2009)。Funding Liquidity Risk in A Quantitative Model of Systemic Stability。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | Basel Committee on Banking Supervision(2010)。Basel III: International Framework for Liquidity risk measurement, standards and monitoring。Bank for International Settlements。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | Smith, L. V.,Galesi, A.(2011)。GVAR Toolbox 1.1,https://sites.google.com/site/gvarmodelling/。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Afonso, G.,Kovner, A.,Shoar, A.(2010)。Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Barnhill, T.,Jr.,Schumacher, L.(2011)。Modeling Correlated Systemic Liquidity and Solvency Risk in A Financial Environment with Incomplete Information。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Duffie, D.,Garleanu, N.,Pedersen, L.(2006)。Valuation in Over-the-Counter- Markets。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |