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題名:臺灣地區金融機構最適平均存續期間模型之研究
書刊名:臺灣銀行季刊
作者:黃慶堂 引用關係王芳妮
出版日期:1992
卷期:43:4
頁次:頁43-65
主題關鍵詞:臺灣金融機構最適平均存續期間模型
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:0
  • 點閱點閱:9
期刊論文
1.Bierwag, G. O.、Kaufman, R. Schweitzer、Toves, A. L.(1981)。The art of risk management in bond portfolios。Journal of Portfolio Management,7,27-36。  new window
2.Durand, David(1958)。A Quarterly Series of Corporate Basic Yields, 1952-571 and Some Attendant Reservations。Journal of Finance,13,438-356。  new window
3.Chambers, Donald R.、Carleton, Willard T.、Donald, W.(1984)。A New Approach to Estimation of the Term Structure of Interest Rates。Journal of Financial and Quantitative Analysis,19,233-252。  new window
4.Chambers, W. R.、Carleton, W. T.、McEnally, R. W.(1988)。Immunizing default-free bond port, folios with a duration vector。Journal of Financial and Quantitative Analysis,1988(Sep.),89-104。  new window
5.Cooper, I. A.(1977)。Asset values, interest rate changes, and duration。Journal of Financial and Quantitative Analysis,12,701-723。  new window
6.Bierwag, G. O.、Kaufman, G. G.、Toves, A. L.(1983)。Bond portfolio immunization and stochastic process risk。Journal of Bank Research,13,232-291。  new window
7.Khang, C.(1979)。Bond immunization when short-term rates fluctuation more then long-term rates。Journal of Financial and Quantitative Analysis,14,1085-1090。  new window
8.Grant, J. A. G.(1964)。Meiselman on the Structure of Interest Rates: A British Test。Economica,31,58-60。  new window
9.Fisher, Lawrence、Weil, Roman L.(1971)。Coping with the risk of Interest Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies。Journal of Business,44,408-431。  new window
10.Echols, Michael E.、Elliott, Tan Waiter(1976)。A Quantitative Yield Curve Model For Estimating the Term Structure of Interest Rates。Journal of Financial and Quantitative Analysis,11,87-114。  new window
11.Simonson, Donald G.、Stock, Durane R.(1991)。Duration mapping of thrift institution value paths: Test of completeness。Journal of Banking and Finance,1991(May),297-314。  new window
12.Samuelson, P. A.(1945)。The effect of interest rate increases on the banking system。American Economic Review,35,16-27。  new window
13.McCulloch, J. Huston(1971)。Measuring the Term Structure of Interest Rates。Journal of Business,44(1),19-31。  new window
14.Vasicek, Oldrich A.、Fong, H. Gifford(1982)。Term Structure Modeling Using Exponential Splines。Journal of Finance,37(2),339-348。  new window
學位論文
1.謝安水(1991)。持續期間輿利率風險的免疫--以一般銀行存放款為例(碩士論文)。淡江大學。  延伸查詢new window
2.丁子雲(1991)。台灣公債投資組合的利率風險免疫策略研究(碩士論文)。國立中央大學。  延伸查詢new window
3.楊東榮(1991)。我國貨幣政策與一般銀行資產負債管理行為之關係研究(碩士論文)。國立中興大學。  延伸查詢new window
圖書
1.蔡友才(1989)。銀行經營失敗之防範與對策之研究。三民書局。  延伸查詢new window
2.陳錦村(1986)。商業銀行資金缺口管理知之研究。臺北市銀行經濟研究室。  延伸查詢new window
3.顏月珠(1980)。商用統計學。台北:三民書局。  延伸查詢new window
4.陳少傑、柯受恩(1990)。債券投資入門。臺北:金錢出版社。  延伸查詢new window
5.林玩香(1988)。SAS使用手冊高等統計學。儒林書局。  延伸查詢new window
6.黃天麟(1991)。金融市場。三民書局。  延伸查詢new window
7.Macaulay, Frederick R.(1856)。Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields, and Stock Prices in the United States since 1856。National Bureau of Economic Research。  new window
 
 
 
 
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