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題名:利率及匯率衍生性金融商品對銀行利率及匯率風險影響:臺灣實證研究
書刊名:當代商管研究
作者:劉景中
出版日期:2015
卷期:7:2
頁次:頁17-39
主題關鍵詞:DerivativeInterest-rate riskExchange-rate risk衍生性金融商品利率風險匯率風險
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:11
  • 點閱點閱:3
期刊論文
1.Bartram, S. M.(2008)。What lies beneath: Foreign exchange rate exposure, hedging and cash flows。Journal of Banking & Finance,32(8),1508-1521。  new window
2.Brewer, Elijah III、Minton, Bernadette A.、Moser, James T.(2000)。Interest-Rate Derivatives and Bank Lending。Journal of Banking and Finance,24(3),353-379。  new window
3.Minton, Bernadette A.、Stulz, René、Williamson, Rohan(2009)。How Much Do Banks Use Credit Derivatives to Hedge Loans?。Journal of Financial Services Research,35(1),1-31。  new window
4.Nijskens, R.、Wagner, W.(2011)。Credit Risk Transfer Activities and Systemic Risk: How Banks Became Less Risky Individually but Posed Greater Risks to the Financial System at the Same Time。Journal of Banking and Finance,35(6),1391-1398。  new window
5.Purnanandam, Amiyatosh(2007)。Interest Rate Derivatives at Commercial Banks: An Empirical Investigation。Journal of Monetary Economics,54(6),1769-1808。  new window
6.Reichert, Alan、Shyu, Yih-Wen(2003)。Derivative Activities and the Risk of International banks: A Market Index and VaR Approach。International Review of Financial Analysis,12,489-511。  new window
7.Uhde, A.、Michalak, T. C.(2010)。Securitization and Systematic Risk in European Banking: Empirical Evidence。Journal of Banking and Finance,34(12),3061-3077。  new window
8.Yang, D. H.、Song, I.、Yi, J.、Yoon, Y. H.(2006)。Effects of Derivatives on Bank Risk。Review of Pacific Basin Financial Markets and Policies,9(2),275-295。  new window
9.Zhao, F.、Moser, J.(2009)。Use of Derivatives and Bank Holding Companies' Interest-Rate Risk。Banking and Finance Review,1(1),51-62。  new window
10.黎明淵、周采薇(20051000)。檢測採用不同國際化策略之企業使用衍生性金融商品的動機與效果。證券市場發展,17(3)=67,31-55。new window  延伸查詢new window
11.Yong, Hue Hwa Au、Faff, Robert、Chalmers, Keryn(2009)。Derivative Activities and Asia-Pacific Banks' Interest Rate and Exchange Rate Exposures。Journal of International Financial Markets, Institutions and Money,19(1),16-32。  new window
12.Hentschel, Ludger、Kothari, S. P.(2001)。Are corporations reducing or taking risks with derivatives?。Journal of Financial and Quantitative Analysis,36(1),93-118。  new window
13.Brewer, E.、Jackson, W. E.、Moser, J. T.(2001)。The Value of Using Interest Rate Derivatives to Manage Risk at U.S. Banking Organizations。Economic Perspectives,25(3),49-66。  new window
14.張雅萍、王建武(20110300)。從賦稅角度看如何健全我國股權衍生性商品之發展。證交資料,587,67-93。  延伸查詢new window
15.Diamond, Douglas W.(1984)。Financial intermediation and delegated monitoring。The Review of Economic Studies,51(3),393-414。  new window
16.Arellano, Manuel、Bond, Stephen(1991)。Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations。The Review of Economic Studies,58(2),277-297。  new window
17.Adkins, L. C.、Carter, D. A.、Simpson, W. G.(2007)。Managerial Incentives and the Use of Foreign-Exchange Derivatives by Banks。Journal of Financial Research,30,399-413。  new window
18.Bartram, S. M.(2007)。Corporate Cash Flow and Stock Price Exposure to Foreign Exchange Rate Risk。Journal of Corporate Finance,13,981-994。  new window
19.Dai, J.、Lapointe, S.(2010)。Discerning the Impact of Derivatives on Asset Risk: The Case of Canadian Banks。Financial Markets, Institutions and Instruments,19,355-433。  new window
20.Choi, J. J.、Elyasiani, E.(1997)。Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks。Journal of Financial Services Research,12,267-286。  new window
21.Chaudhry, M. K.、Christie-David, R.、Koch, T. W.、Reichert, A. K.(2000)。The Risk of Foreign Currency Contingent Claims at US Commercial Banks。Journal of Banking and Finance,24,1399-1417。  new window
22.Brown, G. W.(2001)。Managing Foreign Exchange Risk with Derivatives。Journal of Financial Economics,60,401-448。  new window
23.Froot, K. A.、David, S. S.、Stein, J. C.(1993)。Risk Management: Coordinating Corporate Investment and Financing Policies。Journal of Finance,48,1629-1658。  new window
24.Hirtle, B.(1997)。Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure。Journal of Financial Services Research,12,243-266。  new window
25.Leland, H. E.(1998)。Agency Cost, Risk Management, and Capital Structure。Journal of Finance,53,1213-1243。  new window
26.Li, L.、Yu, Z.(2010)。The Impact of Derivatives Activity on Commercial Banks: Evidence from U.S. Bank Holding Companies。Asia-Pacific Financial Markets,17,303-322。  new window
27.Stiroh, K. J.、Rumble, A.(2006)。The Darkside of Diversification: The Case of U.S. Financial Holding Companies。Journal of Banking and Finance,30,2131-2161。  new window
28.Stulz, R. M.(1996)。Rethinking Risk Management。Journal of Applied Corporate Finance,9,8-24。  new window
29.楊聲勇、董澍琦、郭憲章、徐偉軒(20091200)。外匯衍生性商品使用與企業匯率風險暴露:以臺灣企業為例。臺大管理論叢,20(1),157-188。new window  延伸查詢new window
30.Herring, Richard J.、Vankudre, Prashant(1987)。Growth Opportunities and Risk-Taking by Financial Intermediaries。Journal of Finance,42(3),583-599。  new window
31.Smith, Clifford W.、Stulz, René M.(1985)。The determinants of firms' hedging policies。Journal of Financial and Quantitative Analysis,20(4),391-405。  new window
32.Blundell, Richard W.、Bond, Stephen R.(1998)。Initial Conditions and Moment Restrictions in Dynamic Panel Data Models。Journal of Econometrics,87(1),115-143。  new window
研究報告
1.Blundell, R.、Bond, S.、Windmeijer, F.(2000)。Estimation in Dynamic Panel Data Models: Improving on the Performance of the Standard GMM Estimators。  new window
圖書
1.黄金澤(2006)。金融商品--會計實務與應用。財團法人會計研究發展基金會。  延伸查詢new window
2.李麗(1999)。衍生性金融商品。三民書局。  延伸查詢new window
3.Hill, R. C.、Griffiths, W. E.、Judge, G. G.(2001)。Undergraduate Econometrics。New York:John Wiley & Sons, Inc.。  new window
4.Johnston, J.、Dinardo, J.(1997)。Econometric Method。McGraw-Hill Companies, Inc.。  new window
5.Wooldridge, J. M.(2009)。Introductory Econometrics: A Modern Approach。Mason, OH:South-Western Publishing Company。  new window
6.Baltagi, Badi H.(2005)。Econometric analysis of panel data。John Wiley & Sons, Inc.。  new window
 
 
 
 
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