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題名:銀行治理、利率及匯率衍生性金融商品與銀行利率及匯率風險:臺灣實證研究
書刊名:經濟論文叢刊
作者:劉景中
作者(外文):Liu, Jin-chung
出版日期:2016
卷期:44:2
頁次:頁257-337
主題關鍵詞:衍生性金融商品銀行治理利率風險匯率風險DerivativeBank governanceInterest-rate riskExchange-rate risk
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(3) 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:3
  • 共同引用共同引用:11
  • 點閱點閱:33
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.Liang, Qi、Xu, Pisun、Jiraporn, Pornsit(2013)。Board characteristics and Chinese bank performance。Journal of Banking and Finance,37(8),2953-2968。  new window
3.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
4.Dai, J.、Lapointe, S.(2010)。Discerning the Impact of Derivatives on Asset Risk: The Case of Canadian Banks。Financial Markets, Institutions and Instruments,19(5),355-433。  new window
5.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
6.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
7.Purnanandam, Amiyatosh(2007)。Interest Rate Derivatives at Commercial Banks: An Empirical Investigation。Journal of Monetary Economics,54(6),1769-1808。  new window
8.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
9.Salah, N. B.、Fedhila, H.(2012)。Effects of Securitization on Credit Risk and Banking Stability: Empirical Evidence from American Commercial Banks。International Journal of Economics and Finance,4(5),194-207。  new window
10.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
11.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
12.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
13.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
14.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
15.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
16.Patro, D. K.、Wald, J. K.、Wu, Y.(2002)。Explaining Exchange Rate Risk in World Stock Markets: A Panel Approach。Journal of Banking and Finance,26(10),1951-1972。  new window
17.Wang, Tawei、Hsu, Carol(2013)。Board Composition and Operational Risk Events of Financial Institutions。Journal of Banking and Finance,37(6),2042-2051。  new window
18.Brown, Gregory W.(2001)。Managing Foreign Exchange Risk with Derivatives。Journal of Financial Economics,60(2/3),401-448。  new window
19.Stulz, René M.(1996)。Rethinking Risk Management。Journal of Applied Corporate Finance,9(3),8-25。  new window
20.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
21.Chen, Carl R.、Steiner, Thomas L.、Whyte, Ann Marie(1998)。Risk-Taking Behavior and Management Ownership in Depository Institutions。The Journal of Financial Research,21(1),1-16。  new window
22.Ting, Hsiu-I(2013)。The Influence of Insiders and Institutional Investors on Firm Performance。Review of Pacific Basin Financial Markets and Policies,16,1-38。  new window
23.Stiroh, Kevin J.、Rumble, Adrienne(2006)。The Darkside of Diversification: The Case of U.S. Financial Holding Companies。Journal of Banking and Finance,30,2131-2161。  new window
24.Pathan, Shams、Faff, Robert(2013)。Does Board Structure in Banks Really Affect their Performance?。Journal of Banking and Finance,37(5),1573-1589。  new window
25.Minton, Bernadette A.、Taillard, Jérôme P.、Williamson, Rohan(2014)。Financial Expertise of the Board, Risk Taking, and Performance: Evidence from Bank Holding Companies。Journal of Financial and Quantitative Analysis,49(2),351-380。  new window
26.Li, Li、Yu, Zhang(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.Leland, Hayne E.(1998)。Agency Cost, Risk Management, and Capital Structure。Journal of Finance,53(4),1213-1243。  new window
28.Fortin, Rich、Goldberg, Gerson M.、Roth, Greg(2010)。Bank Risk Taking at the Onset of the Current Banking Crisis。Financial Review,45,891-913。  new window
29.Fahlenbrach, Rüdiger、Stulz, René M.(2011)。Bank CEO Incentives and the Credit Crisis。Journal of Financial Economics,99(1),11-26。  new window
30.Dong, Yizhe、Meng, Chao、Firth, Michael、Hou, Wen xuan(2014)。Ownership Structure and Risk-Taking: Comparative Evidence from Private and State-Controlled Banks in China。International Review of Financial Analysis,36,120-130。  new window
31.Chun, Sun Eae、Nagano, Mamoru、Lee, Min Hwan(2011)。Ownership Structure and Risk-Taking Behavior: Evidence from Banks in Korea and Japan。Asian Economic Journal,25,151-175。  new window
32.Choi, Jongmoo Jay、Elyasiani, Elyas(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
33.Chaudhry, Mukesh K.、Christie-David, Rohan、Koch, Timothy W.、Reichert, Alan K.(2000)。The Risk of Foreign Currency Contingent Claims at US Commercial Banks。Journal of Banking and Finance,24(9),1399-1417。  new window
34.Cao, Charles、Petrasek, Lubomir(2014)。Liquidity Risk and Institutional Ownership。Journal of Financial Markets,21,76-97。  new window
35.Bolton, Patrick、Scheinkman, José、Xing, Wei(2006)。Executive Compensation and Short-Termist Behaviour in Speculative Markets。Review of Economic Studies,73,577-610。  new window
36.Bartram, Söhnke M.、Brown, Gregory W.、Conrad, Jennifer(2011)。The Effects of Derivatives on Firm Risk and Value。Journal of Financial and Quantitative Analysis,46(4),967-999。  new window
37.Bartram, Söhnke M.(2007)。Corporate Cash Flow and Stock Price Exposure to Foreign Exchange Rate Risk。Journal of Corporate Finance,13,981-994。  new window
38.Andres, Pablo De、Vallelado, Eleuterio(2008)。Corporate Governance in Banking: The Role of Board of Directors。Journal of Banking and Finance,32,2570-2580。  new window
39.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
40.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
41.Saunders, Anthony、Strock, Elizabeth、Travlos, Nickolaos G.(1990)。Ownership Structure, Deregulation, and Bank Risk Taking。The Journal of Finance,45(2),643-654。  new window
42.Pathan, Shams(2009)。Strong Boards, CEO Power and Bank Risk-taking。Journal of Banking and Finance,33(7),1340-1350。  new window
43.Kwak, Wikil、Lee, Ho-Young、Mande, Vivek(2009)。Institutional Ownership and Income Smoothing by Japanese Banks through Loan Loss Provisions。Review of Pacific Basin Financial Markets and Policies,12(2),219-243。  new window
44.Jia, Chunxin(2009)。The effect of ownership on the prudential behavior of banks: The case of China。Journal of Banking & Finance,33(1),77-87。  new window
45.Hirtle, Beverly J.(1997)。Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure。Journal of Financial Services Research,12,243-266。  new window
46.García-Marco, T.、Robles-Femández, M. D.(2008)。Risk-taking behaviour and ownership in the banking industry: The Spanish evidence。Journal of Economics and Business,60(4),332-354。  new window
47.Elyasiani, Elyas、Jia, Jingyi J.(2010)。Distribution of Institutional Ownership and Corporate Firm Performance。Journal of Banking and Finance,34(3),606-620。  new window
48.Bhagat, Sanjai、Bolton, Brian(2014)。Financial Crisis and Bank Executive Incentive Compensation。Journal of Corporate Finance,25,313-341。  new window
49.Adkins, Lee C.、Carter, David A.、Simpson, W. Gary(2007)。Managerial Incentives and the Use of Foreign-Exchange Derivatives by Banks。Journal of Financial Research,30(3),399-413。  new window
50.Diamond, Douglas W.(1984)。Financial intermediation and delegated monitoring。The Review of Economic Studies,51(3),393-414。  new window
51.Arellano, Manuel、Bond, Stephen R.(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
52.Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1993)。Risk Management: Coordinating Corporate Investment and Financing Policies。Journal of Finance,48(5),1629-1658。  new window
53.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
54.Herring, Richard J.、Vankudre, Prashant(1987)。Growth Opportunities and Risk-Taking by Financial Intermediaries。Journal of Finance,42(3),583-599。  new window
55.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
56.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
57.Iannotta, Giuliano、Nocera, Giacomo、Sironi, Andrea(2007)。Ownership structure, risk and performance in the European banking industry。Journal of Banking and Finance,31(7),2127-2149。  new window
58.Iannotta, Giuliano、Nocera, Giacomo、Sironi, Andrea(2013)。The Impact of Government Ownership on Bank Risk。Journal of Financial Intermediation,22(2),152-176。  new window
59.Duggal, Rakesh、Millar, James A.(1999)。Institutional Ownership and Firm Performance: The Case of Bidder Returns。Journal of Corporate Finance,5(2),103-117。  new window
60.Beasley, Mark S.(1996)。An Empirical Analysis of the Relation between the Board of Director Composition and Finacial Statement Fraud。The Accounting Review,71(4),443-465。  new window
研究報告
1.Blundell, Richard、Bond, Steve、Windmeijer, Frank(2000)。Estimation in Dynamic Panel Data Models: Improving on the Performance of the Standard GMM Estimators。Institute for Fiscal Studies。  new window
圖書
1.林左裕(2009)。衍生性金融商品。智勝文化事業有限公司。  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. Carter、Griffiths, William E.、Judge, George G.(2001)。Undergraduate Econometrics。New York:John Wiley and Sons。  new window
4.李麗(1995)。金融交換實務。三民書局。  延伸查詢new window
5.DiNardo, J.、Johnston, J.(1997)。Econometric Method。New York:McGraw-Hill。  new window
6.Crouhy, Michel、Galai, Dan、Mark, Robert(2003)。Risk Management。New York:McGraw-Hill。  new window
7.Jorion, Philippe(2001)。Value at Risk。New York:McGraw-Hill。  new window
8.Wooldridge, J. M.(2009)。Introductory Econometrics: A Modern Approach。Mason, OH:South-Western Publishing Company。  new window
9.周大慶、沈大白、張大成、敬永康、柯瓊鳳(2002)。風險管理新標竿--風險值理論與應用。臺北:智勝文化。  延伸查詢new window
10.Baltagi, Badi H.(2005)。Econometric analysis of panel data。John Wiley & Sons, Inc.。  new window
 
 
 
 
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