臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：金融壓力指數之建置與應用--臺灣的個案研究
書刊名：中央銀行季刊
作者：陳裴紋
出版日期：2013
卷期：35:4
頁次：頁11-61
主題關鍵詞：金融壓力指數；金融危機；FSI
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:47
  • 點閱點閱:143
期刊論文
1.鍾經樊(20110600)。涵蓋信用風險、銀行間傳染風險、與流動性風險的臺灣金融系統風險量化模型。中央銀行季刊，33(2)，13-40。new window  延伸查詢new window
2.中央銀行(2012)。發布『金融穩定報告』說明。中華民國金融穩定報告，6，1。  延伸查詢new window
3.俞明德、馮立功、陳韋達、林逸苓(20120900)。金融系統流動性風險之評估。中央銀行季刊，34(3)，3-50。new window  延伸查詢new window
4.徐千婷(20080900)。我國金融情勢指數之實證研究。中央銀行季刊，30(3)，5-48。new window  延伸查詢new window
5.郭照榮、李宜熹、陳勤明(20130600)。Basel Ⅲ對金融穩定及貨幣政策之影響。中央銀行季刊，35(2)，11-59。new window  延伸查詢new window
6.鍾經樊、詹維玲(20080600)。臺灣總體經濟與金融穩定之實證研究。中央銀行季刊，30(2)，15-44。new window  延伸查詢new window
7.蘇導民、莊育麟、何慧麗、黃久珊、吳宗錠、林正芳(20111200)。總體審慎政策--文獻回顧。國際金融參考資料，62，129-153。new window  延伸查詢new window
8.Baxa, J.、Horváth, R.、Vašíček, B.(2013)。Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?。Journal of Financial Stability，9(1)，117-138。  new window
9.Cardarelli, R.、Elekdag, S.、Lall, S.(2011)。Financial Stress and Economic Contractions。Journal of Financial Stability，7(2)，78-97。  new window
10.Cevik, E. I.、Dibooglu, S.、Kenc, T.(2012)。Measuring Financial Stress in Turkey。Journal of Policy Modeling。  new window
11.Davig, T.、Hakkio, C.(2010)。What is the effect of financial stress on economic activity。Economic Review，2，35-62。  new window
12.European Central Bank(200912)。Box 1: A Global Index of Financial Turbulence。Financial Stability Review，21-23。  new window
13.European Central Bank(200912)。Special Feature B: The Concept of Systemic Risk。Financial Stability Review，134-142。  new window
14.European Central Bank(201006)。Special Feature B: Analytical Models and Tools for the Identification and Assessment of Systemic Risks。Financial Stability Review，138-146。  new window
15.Gadanecz, B.、Kaushik, J.(2009)。Composite measures of financial stability--a review。IFC Bulletin，31，365-380。  new window
16.Hakkio, C. S.、Keeton, W. R.(2009)。Financial Stress: What Is It and How Can It Be Measured, and Why Does It Matter?。Economic Review，94(2)，5-50。  new window
17.Hodrick, Robert J.、Prescott, Edward C.(1997)。Postwar US Business Cycles: An Empirical Investigation。Journal of Money, Credit and Banking，29(1)，1-16。  new window
18.Hoggarth, G.、Saporta, V.(2001)。Costs of Banking System Instability: Some Empirical Evidence。Financial Stability Review，10，148-165。  new window
19.Illing, M.、Liu, Y.(2006)。Measuring Financial Stress in a Developed Country: An Application to Canada。Journal of Financial Stability，2(3)，243-265。  new window
20.Kaminsky, Graciela L.、Lizondo, Saul、Reinhart, Carmen M.(1998)。Leading Indicators of Currency Crisis。IMF Staff Papers，45(1)，1-48。  new window
21.Kliesen, K.、Smith, D.(2010)。Measuring Financial Market Stress。Federal Reserve Bank of St. Louis Economic Synoposes，2。  new window
22.Kliesen, K.、Owyang, M. T.、Vermann, E. K.(2012)。Disentangling Diverse Measures: A Survey of Financial Stress Indexes。Federal Reserve Bank of St. Louis Review，94(5)，369-397。  new window
23.Louzis, D. P.、Vouldis, A. T.(2012)。A methodology for constructing a financial systemic stress index: An application to Greece。Economic Modelling，29(4)，1228-1241。  new window
24.Misina, M.、Tkacz, G.(200912)。Credit, Asset Prices, and Financial Stress, Bank of Canada。International Journal of Central Banking。  new window
25.Nelson, W.、Perli, R.(2005)。Selected indicators of financial stability。Irving Fisher Committee’s Bulletin on Central Bank Statistics，23，92-105。  new window
26.Sandahl, J. F.、Holmfeldt, M.、Rydén, A.、Strömqvist, M.(2011)。An Index of Financial Stress for Sweden。Sveriges Riksbank Economic Review，2，49-67。  new window
27.Stock, James H.、Watson, Mark W.(2003)。How did leading indicator forecasts perform during the 2001 recession?。Federal Reserve Bank of Richmond Economic Quarterly，89(3)，71-90。  new window
28.Tng, B. H.、Kwek, K. T.、Sheng, A.(2012)。Financial Stress In Asean-5 Economies From The Asian Crisis To The Global Crisis。The Singapore Economic Review，57(2)，(250013)1-(250013)24。  new window
29.陳仕偉、沈中華(20031200)。金融領先指標與實質領先指標訊息一致嗎?--臺灣領先指標的實證分析。人文及社會科學集刊，15(4)，627-660。new window  延伸查詢new window
30.鍾經樊(20090600)。壓力測試的架構。中央銀行季刊，31(2)，7-33。new window  延伸查詢new window
31.Eichengreen, B.、Rose, Andrew K.、Wyplosz, Charles(1995)。Exchange market mayhem: the antecedents and aftermath of speculative attacks。Economic Policy，21，249-312。  new window
32.von Hagen, Jürgen、Ho, Tai-Kuang(2007)。Money Market Pressure and the Determinants of Banking Crises。Journal of Money, Credit and Banking，39，1037-1066。  new window
33.Borio, Claudio、Lowe, Philip(2002)。Asset Prices, Financial and Monetary Stability: Exploring the Nexus。BIS [Working Paper]，114。  new window
34.陳一端(20051200)。IMF金融健全指標之編製暨其於臺灣之運用。中央銀行季刊，27(4)，21-53。new window  延伸查詢new window
35.Engle, Robert F.、Kroner, Kenneth F.(1995)。Multivariate simultaneous generalized arch。Econometric Theory，11(1)，122-150。  new window
36.彭素玲、周濟(20011000)。臺灣總體經濟即期季模型之建立與應用。臺灣經濟預測與政策，32(1)，77-116。new window  延伸查詢new window
37.黃富櫻(20121200)。總體審慎政策與實務：近年的臺灣經驗。國際金融參考資料，64，92-115。new window  延伸查詢new window
38.Bernanke, Ben S.、Gertler, Mark(1995)。Inside the Black Box: The Credit Channel of Monetary Policy Transmission。Journal of Economic Perspectives，9(4)，27-48。  new window
39.吳懿娟(20030900)。我國金融危機預警系統之研究。中央銀行季刊，25(3)，5-42。new window  延伸查詢new window
40.Alessi, Lucia、Detken, Carsten(2011)。Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity。European Journal of Political Economy，27(3)，520-533。  new window
41.Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics，52(1/2)，5-59。  new window
42.張天惠(20120600)。我國金融情勢指數與總體經濟預測。中央銀行季刊，34(2)，11-41。new window  延伸查詢new window
43.Kaminsky, Graciela L.、Reinhart, Carmen M.(1999)。The Twin Crises: The Causes of Banking and Balance-of-Payments Problems。American Economic Review，89(3)，473-500。  new window
44.Bernanke, Ben S.、Lown, Cara S.(1991)。The Credit Crunch。Brookings Papers on Economic Activity，2，205-247。  new window
會議論文
1.Louzis, D. P.、Vouldis, A. T.(201110)。A Financial Systemic Stress Index for Greece。First Conference of the Macro-prudential Research (MaRs) network of the European System of Central Banks in Frankfurt am Main。  new window
研究報告
1.吳孟道、周國偉、曾翊恆(2009)。金融市場壓力指標之建置與應用--東亞八國於此波金融海嘯之表現。國家政策研究基金會。  延伸查詢new window
2.李桐豪、江永裕(2010)。台灣金融危機領先指標之研究。  延伸查詢new window
3.梁國源(2009)。從經濟金融面指標判斷台灣景氣何時復甦 (計畫編號：(98)019.205)。  延伸查詢new window
4.Afonso, A.、Baxa, J.、Slavik, M.(2011)。Fiscal Developments and Financial Stress: A Threshold VAR Analysis。  new window
5.Alessi, L.、Detken, C.(2009)。Real time early warning indicators for costly asset price boom/bust cycles: a role for global liquidity。  new window
6.Bussière, M.(2007)。Balance of payment crises in emerging markets: how early were the "early" warning signals?。  new window
7.Carlson, M. A.、Lewis, K. F.、Nelson, W. R.(2012)。Using Policy Intervention to Identify Financial Stress。Federal Reserve Board。  new window
8.Cardarelli, R.、Elekdag, S.、Lall, S.(2009)。Financial stress, downturns and recoveries。  new window
9.Galati, G.、Moessner, R.(2011)。Macroprudential policy--a literature review。Bank for International Settlements。  new window
10.Grimaldi, M. B.(2010)。Detecting and interpreting financial stress in the euro area。  new window
11.Grimaldi, M. B.(2011)。Up for Count? Central Bank Words and Financial Stress。  new window
12.Hanschel, E.、Monnin, P.(2005)。Measuring and Forecasting Stress in the Banking Sector: Evidence from Switzerland。  new window
13.Hollo, D.、Kremer, M.、Lo Duca, M.(2012)。CISS--A Composite Indicator of Systemic Stress in the Financial System。  new window
14.Hollo, D.(2012)。A system-wide financial stress indicator for Hungarian financial system。  new window
15.Hubrich, K.、Tetlow, R. J.(2012)。Financial Stress and Economic Dynamics: the transmission of crises。Federal Reserve Board。  new window
16.Illing, M.、Liu, Y.(2003)。An index of financial stress for Canada。  new window
17.International Monetary Fund(2000)。Macroprudential Indicators of Financial System Soundness。  new window
18.Lo Duca, M.、Peltonen, T. A.(2011)。Macro-Financial Vulnerabilities and Future Financial Stress: Assessing Systemic Risks and Predicting Systemic Events。  new window
19.Oet, M.、Eiben, R.、Bianco, T.、Gramlich, D.、Ong, S. J.(2011)。Financial Stress Index: Identification of Systemic Risk Conditions。  new window
20.Park, C. Y.、Mercado, R. V.(2013)。Determinants of Financial Stress in Emerging Market Economies。  new window
21.Slingenberg, J. W.、Haan, J. D.(2011)。Forecasting financial stress。De Nederlandsche Bank。  new window
22.Yiu, M. S.、Ho, A.、Jin, L.(2010)。A Measure of Financial Stress in Hong Kong Financial Market: The Financial Stress Index。  new window
23.周國偉、吳孟道(201004)。金融海嘯與台灣金融市場壓力及因應政策。國家政策研究基金會。  延伸查詢new window
24.Balakrishnan, R.、Danninger, S.、Elekdag, S.、Tytell, I.(2009)。The Transmission of Financial Stress from Advanced to Emerging Economies。IMF。  new window
學位論文
1.林意舒(2009)。金融壓力與經濟活動--以台灣為實證(碩士論文)。中正大學。  延伸查詢new window
2.楊淑涵(2011)。從金融壓力指數探討先進國家金融危機對亞洲新興市場國家之傳遞效果(碩士論文)。逢甲大學。  延伸查詢new window
圖書
1.侯德潛、吳懿娟(2009)。金融危機與當代經濟理論的省思。全球金融危機專輯。臺北：中央銀行。  延伸查詢new window
2.陶慧恆、林曉伶(2009)。金融部門之系統風險：美國次級房貸金融危機之分析。全球金融危機專輯。  延伸查詢new window
3.潘雅慧(2006)。國際間促進金融穩定之評估架構及實務運作。金融監理與風險管理選輯。中央銀行。  延伸查詢new window
4.Bangko Sentral ng Pilipinas(2011)。Box Article 2: The Philippine Financial Stress Index。2011 Annual Report。  new window
5.Bank of Thailand(2010)。Thailand’s Financial Stress Index。Inflation Report April 2010。  new window
6.European Systemic Risk Board(201209)。ESRB Risk Dashboard。  new window
7.Nelson, W.、Perli, R.(2007)。Selected Indicators of Financial Stability。Risk Management and Systemic Risk。  new window
8.Reserve Bank of India(201003)。“Box 4.1: Financial Stress Indicator (FSI): Select Components in Indian context”, and “Box 4.2: Methodology for Computing Financial Stress Indicator (FSI)”。Financial Stability Report。  new window
9.Jolliffe, Ian T.(2002)。Principal Component Analysis。Springer。  new window
其他
1.侯德潛(2012)。SEACEN Centre舉辦2011/12年度合作計畫『在急遽金融創新中強化金融穩定指標：更新與評估』。  延伸查詢new window
2.陳嘉添(2012)。參加2012年BIS Advanced Reserve Management Workshop課程心得報告書。  延伸查詢new window
3.Hollo, D.，Kremer, M.，Lo Duca, M.(2010)。CISS--A Composite Indicator of Systemic Stress in the Financial System，http://papers.ssrn. com/sol3/papers.cfm?abstract_id=2018792。  new window
4.Kim, J. W.，Kim, I. C.，Ro, Y. J.(2011)。The Effects of Financial Instability on Real Output Growth，http://kostat.go.kr/file_total/16-2-06 .pdf。  new window
圖書論文
1.International Monetary Fund(2008)。Financial Stress and Economic Downturns。World Economic Outlook, World Economic and Financial Surveys。Washington。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：1095（臺灣：1077，外國：18） ／ 本年度總使用人次：2219088 ／ 訪客人次（自102年09月）：68031007
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上