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題名:雙重管制模型下的銀行投資組合
書刊名:中國財務學刊
作者:郭照榮 引用關係
作者(外文):Kuo, Chau-jung
出版日期:1997
卷期:5:1
頁次:頁1-17
主題關鍵詞:雙重管制風險基礎的資本管制價值極大化確定等量Joint regulationRisk-based capital regulationRBCRValue maximization certainty equivalents
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:19
期刊論文
1.Rochet, Jean-Charles(1992)。Capital requirements and the behavior of commercial banks。European Economic Review,36,1137-1178。  new window
2.Ross, S. A.(1978)。A simple approach to the valuation of risky streams。Journal of Business,51,453-475。  new window
3.Berger, Allen、Herring, Richard、Szegö, Giorgio(1995)。The role of capital in financial institutions。Journal of Banking and Finance,19,393-430。  new window
4.Kim, Daesik、Santomero, Anthony M.(1988)。Risk in banking and capital regulation。Journal of Finance,43(5),1219-1233。  new window
5.Shrieves, Ronald E.、Dahl, Drew(1992)。The Relationship Between Risk and Capital in Commercial Banks。Journal of Banking and Finance,16(2),439-457。  new window
6.Aschheim, J.(1963)。Restrictive Open-Market Operation versus Reserve Requirement Variations: A Reformulation。The Economic Journal,254-266。  new window
7.Ann-Marie, Menlendyke(1992)。Reserve Requirements and the Discount Window in Recent Decades。Federal Reserve Bank of New York Quarterly Review,17(3),25-43。  new window
8.Kasman, R.(1992)。Comparison of Monetary Policy Operating Procedures in Six Industrial Countries。FRBNY Quarterly Review,1-26。  new window
9.Black, F.(1975)。Bank Fund Management in An Efficient Market。Journal of Financial Economics,2,323-339。  new window
10.Black, F.(1970)。Banking and Interest Rates in A World Without Money。Journal of Bank Research,1,8-20。  new window
11.Koehn, H.、Santomero, A. M.(1980)。Regulation of Bank Capital and Portfolio Risk。Journal of Finance,35,1235-1244。  new window
12.Lam, C. H.、Chen, A. H.(1985)。Joint Effects of Interest Rate and Capital Requirement。Journal of Finance,2,563-575。  new window
13.Liu, Mei-Ying、Kuo, Chau-Jung、Wu, Soushan(1996)。The Impact of Risk-Based Capital Regulation on a Bank's Portfolio and Insolvency Risks。Research in Finance,14,99-115。  new window
14.Mitchell, D. W.(1982)。The Effect of Interest-Bearing Required Reserves on Bank Portfolio Riskiness。Journal of Finance and Quantitative Analysis,17(3),209-216。  new window
15.Mullins, H. M.、Pyle, D. H.(1994)。Liquidation Costs and Risk-Based Bank Capital。Journal of Banking and Finance,18(1),113-138。  new window
16.Siegel, J. J.(1981)。Bank Reserves and Financial Stability。Journal of Finance,5,1073-1085。  new window
會議論文
1.郭照榮(1995)。資本管制與銀行投資組合風險--台灣的觀察與實證。中國財務學會年會。高雄:國立中山大學財務管理學系。3-1-3-19。  延伸查詢new window
2.Liu, Mei-Ying、Kuo, Chau-Jung、Wu, Soushan(1994)。Risk Weights, Risk-Based Capital Regulation and Bank Insolvency Risk。Asia Pacific Finance Association First Annual Conference。  new window
研究報告
1.郭照榮(1994)。資本比例限制與利率自由化對銀行業影響效果之研究 (計畫編號:NSC-82-0301-H-110-026-T)。  延伸查詢new window
學位論文
1.陳俐君(1995)。存款準備金與資本雙重管制對銀行投資組合影響之研究(碩士論文)。國立中山大學。  延伸查詢new window
2.Prestopino, C. J.(1974)。The Impact of Differential Reserve Requirements on Commercial Bank Liquidity and Portfolio Management(博士論文)。University of Pennslvania。  new window
 
 
 
 
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