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題名:金融海嘯後臺灣金融穩定問題之研究
書刊名:臺灣銀行季刊
作者:李聿偉
出版日期:2018
卷期:69:3
頁次:頁1-32
主題關鍵詞:金融壓力金融穩定馬可夫兩狀態轉換雜音訊號比法Credit-to-GDP gap
原始連結:連回原系統網址new window
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  • 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:14
  • 點閱點閱:6
期刊論文
1.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
2.Blinder, A. S.(2010)。How central should the central bank be?。Journal of Economic Perspectives,48,123-133。  new window
3.Kuo, C. J.、Lu, S. L.(2005)。Taiwan's financial holding companies: an empirical investigation based on Markov regime-switching model。Applied Economics,37(5),593-615。  new window
4.Bongini, Paola、Claessens, Stijn、Ferri, Giovanni(2001)。The Political Economy of Distress in East Asian Financial Institutions。Journal of Financial Services Research,19(1),5-25。  new window
5.Davis, E. Philip、Karim, Dilruba(2008)。Comparing early warning systems for banking crises。Journal of Financial Stability,4(2),89-120。  new window
6.Hamilton, James D.(1990)。Analysis of time series subject to changes in regime。Journal of Econometrics,45(1/2),39-70。  new window
7.Hamilton, J. D.(1989)。A new approach to the economic analysis of nonstationary time series and business cycle)。Econometrica,57,357-384。  new window
8.Demirguc-Kunt, Asli、Detragiache, Enrica(1998)。The Determinants of Banking Crises in Developing Crises in Developing and Developed Countries。IMF Staff Papers,45(1)。  new window
9.周國偉、吳孟道(20100100)。金融海嘯與臺灣金融市場壓力及因應政策。經社法制論叢,45,39-67。  延伸查詢new window
10.Kaminsky, Graciela、Lizondo, Saul、Reinhart, Carmen M.(1998)。Leading Indicators of Currency Crises。IMF Staff Papers,45(1),1-48。  new window
11.陳裴紋(20131200)。金融壓力指數之建置與應用--臺灣的個案研究。中央銀行季刊,35(4),11-61。new window  延伸查詢new window
12.Borio, C.、Drehmann, M.(2009)。Assessing the Risk of Banking Crises - Revisited。BIS Quarterly Review,29-46。  new window
13.Demirgüç-Kunt, A.、Detragiache, E.(2000)。Monitoring banking sector fragility: A multivariate logit approach。World Bank Economic Review,14(2),287-307。  new window
14.Hardy, D. C.、Palzaebasioglu, C.(1999)。Determinants and leading indicators of banking crises: Further evidence。IMF Staff Papers,46,247-258。  new window
15.Kuo, C. J.、Li, Y. W.、Lai, L. H.(2016)。A Robust Set of Indicators for the Financial Stress and Financial Stability: Taiwan's Case Studies。International Journal of Financial Research,7(1),172-188。  new window
16.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
17.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
18.Hodrick, Robert J.、Prescott, Edward C.(1997)。Postwar U.S. Business Cycles: An Empirical Investigation。Journal of Money, Credit and Banking,29(1),1-16。  new window
19.黃富櫻(20101200)。簡介「金融穩定」與「總體審慎」。國際金融參考資料,60,116-122。new window  延伸查詢new window
20.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
研究報告
1.Shinasi, Garry J.(2004)。Defining Financial Stability。  new window
2.Caprio, Gerard Jr.、Klingebiel, Daniela(1996)。Bank Insolvencies: Cross-Country Experience。Washington, DC:World Bank。  new window
3.Alessi, L.、Detken, C.(2009)。Real time early warning indicators for costly asset price boom/bust cycles: a role for global liquidity。  new window
4.郭照榮(2013)。Basel III對金融穩定及貨幣政策之影響。  延伸查詢new window
5.International Monetary Fund(201009)。The IMF-FSB Early Warning Exercise: Design and Methodological Toolkit。  new window
6.Balakrishnan, R.、Danninger, S.、Elekdag, S.、Tytell, I.(2009)。The Transmission of Financial Stress from Advanced to Emerging Economies。IMF。  new window
7.International Monetary Fund(2011)。Toward Operationalizing Macroprudential Policies: When to Act?。  new window
8.Drehmann, Mathias、Borio, Claudio、Gambacorta, Leonardo、Jimenez, Gabriel、Trucharte, Carlos(2010)。Countercyclical Capital Buffers: Exploring Options。Bank for International Settlements。  new window
9.Borio, C.、Lowe, P.(2002)。Asset price, financial and monetary stability, exploring the nexus。  new window
10.Borio, C.、Lowe, P.(2004)。Securing sustainable price stability: should credit come back from the wilderness?。  new window
圖書
1.Basel Committee on Banking Supervision(2010)。Guidance for National Authorities Operating the Countercyclical Capital Buffer。Bank for International Settlements。  new window
2.Goldstein, Morris、Kaminsky, Graciela L.、Reinhart, Carmen M.(2000)。Assessing Financial Vulnerability: An Early Warning System for Emerging Markets。Washington:Institute for International Economics。  new window
3.Hamilton, James Douglas(1994)。Time Series Analysis。Princeton University Press。  new window
4.Bank for International Settlements(2009)。Annual Report。  new window
5.Financial Stability Report(2011)。Moody's Analytics for Basel。Moody's Analytics。  new window
單篇論文
1.Basel Committee on Banking Supervision(2010)。Basel III: A global regulatory framework for more resilient banks and banking systems,Bank for International Settlements。  new window
2.Persaud, Avinash D.(2000)。Sending the Herd Off the Cliff Edge: The Disturbing Interaction Between Herding and Market-Sensitive Risk Management Practices。  new window
3.Bongini, P.,Claessens, C.,Ferri, G.(1999)。The Political Economy of Financial Institution Distress: Evidence from East Asia。  new window
4.International Monetary Fund(2011)。Macroprudential Policy: An Organizing Framework,Washington。,www.imf.org/external/np/pp/eng/2011/031411.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
2.International Monetary Fund(1998)。Financial Crises: Characteristic and Indicators of Vulnerability。World Economic Outlook, World Economic and Financial Surveys。Washington。  new window
3.International Monetary Fund(2009)。Detecting Systemic Risk。Global Financial Stability Report, World Economic and Financial Surveys。Washington。  new window
4.International Monetary Fund(2010)。Systemic Risk and the Redesign of Financial Regulation。Global Financial Stability Report, World Economic and Financial Surveys。Washington。  new window
5.Moskow, Michael K.(2000)。Disruptions in Global Financial Markets: The Role of Public Policy。Economic Perspectives, Third Quarter, Federal Reserve Bank of Chicago。  new window
 
 
 
 
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