| 期刊論文| 1. | Gray, D. F.、Merton, R. C.、Bodie, Z.(2007)。Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk。Journal of Investment Management，5(4)，5-28。   | | 2. | Pesaran, M. H.(2006)。Estimation and Inference in Large Heterogenous Panels with Multifactor Error Structure。Econometrica，74(4)，967-1012。 | | 3. | Acharya, Viral V.、Drechsler, Itamar、Schnabl, Philipp(2014)。A pyrrhic victory? Bank bailouts and sovereign credit risk。Journal of Finance，69(6)，2689-2739。 | | 4. | Giannetti, M.、Laeven, L.(2012)。The flight home effect: Evidence from the syndicated loan market during financial crises。Journal of Financial Economics，104(1)，23-43。 | | 5. | Merton, R. C.(1998)。Applications of Option-Pricing Theory: Twenty-Five Years Later。American Economic Review，88(3)，323-349。 | | 6. | Aizenman, J.、Hutchison, M.、Jinjarak, Y.(2013)。What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk。Journal of International Money and Finance，34，37-59。 | | 7. | Acharya, V. V.、Steffen, S.(2015)。The "greatest" carry trade ever? Understanding eurozone bank risks。Journal of Financial Economics，115(2)，215-236。 | | 8. | Bolton, P.、Jeanne, O.(2011)。Sovereign default risk and bank fragility in financially integrated economies。IMF Economic Review，59(2)，162-194。 | | 9. | De Grauwe, P.、Ji, Y.(2013)。Self-fulfilling crises in the Eurozone: An empirical test。Journal of International Money and Finance，34，15-36。 | | 10. | De Grauwe, P.(2013)。The European Central Bank as lender of last resort in the government bond markets。CESifo Economic Studies，59(3)，520-535。 | | 11. | De Grauwe, P.(2011)。Managing a fragile Eurozone。CESifo Forum，12(2)，40-45。 | | 12. | Lane, T.、Phillips, S.(2001)。IMF financing and moral hazard。Finance and Development，38(2)，50-52。 | | 13. | Kallestrup, R.、Lando, D.、Murgoci, A.(2016)。Financial sector linkages and the dynamics of bank and sovereign credit spreads。Journal of Empirical Finance，38，374-393。 | | 14. | Lizarazo, S. V.(2013)。Default risk and risk averse international investors。Journal of International Economics，89(2)，317-330。 | | 15. | Reinhart, C. M.(2002)。Default, currency crises, and sovereign credit ratings。The World Bank Economic Review，16(2)，151-170。 | | 16. | Schoenmaker, D.、Bosch, T.(2008)。Is the home bias in equities and bonds declining in Europe?。Investment. Management and Financial Innovations，5，90-102。 | | 17. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science，4(1)，141-183。 | | 18. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy，81(3)，637-654。 | | 19. | Merton, Robert C.(1974)。On the pricing of corporate debt: The risk structure of interest rate。Journal of Finance，29(2)，449-470。 | 研究報告| 1. | Rojas-Suarez, L.(2001)。Rating Banks in Emerging Markets: What Credit Rating Agencies Should Learn from Financial Indicators。Institute for International Economics。 | | 2. | Manasse, P.、Roubini, N.、Schimmelpfennig, A.(2003)。Predicting Sovereign Debt Crises。 | | 3. | Pesaran, M. Hashem(2004)。General Diagnostic Tests for Cross Section Dependence in Panels。 | | 4. | Attinasi, Maria-Grazia、Checherita-Westphal, Cristina、Nickel, Christiane(2009)。What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?。 | | 5. | Billio, M.、Getmansky, M.、Gray, D.、Lo, A.、Merton, R. C.、Pelizzon, L.(2013)。Sovereign, bank and insurance credit spreads: Connectedness and system networks。Massachusetts Institute of Technology。 | | 6. | Basurto, M. A. S.、Caceres, C.、Guzzo, V.(2010)。Sovereign spreads: Global risk aversion, contagion or fundamentals?。International Monetary Fund。 | | 7. | Dell'Ariccia, G.、Zettelmeyer, J.、Schnabel, I.(2002)。Moral hazard and international crisis lending: A test。 | | 8. | Hemming, R.、Petrie, M.(2002)。A Framework for assessing fiscal vulnerability。Washington：International Monetary Fund。 | | 9. | Larraín, G.、Reisen, H.、von Maltzan, J.(1997)。Emerging market risk and sovereign credit ratings。 | | 10. | Sgherri, S.、Zoli, E.(2009)。Euro area sovereign risk during the crisis。 | | 11. | Secru, P.、Vanpée, R.(2007)。Home bias in international equity portfolios: a review。K.U. Leuven Faculty of Business and Economics。 | | 12. | Vanpee, R.、De Moor, L.(2013)。Bond and equity home bias and foreign bias: An international study。KU leuven。 | | 13. | Sosa-Padilla, C.(2015)。Sovereign defaults and banking crises。McMaster University。 | 圖書| 1. | Merton, Robert C.(1992)。Continuous-Time Finance。Blackwell。 | | 2. | Battistini, N.、Pagano, M.、Simonelli, S.(2013)。Systemic risk and home bias in the euro area。Directorate General Economic and Financial Affairs (DG ECFIN), European Commission。 | 單篇論文| 1. | Roubini, N.(2001)。Debt sustainability: How to assess whether a country is insolvent，New York：New York University。 | 其他| 1. | Pesaran, M. H.，Tosetti, E.(2007)。Large panels with common factors and spatial correlations。 | 圖書論文| 1. | Aguiar, M.、Chatterjee, S.、Cole, H.、Stangebye, Z.(2016)。Quantitative models of sovereign debt crises。Handbook of Macroeconomics。North-Holland：Elsevier。 | |