| Reference: | 壹、中文部分
王濟川、郭志剛(2003)。Logistic迴歸模型-方法及應用。台北市：五南。
周心怡(2004)。拔靴法(Bootstrap)之探討及其應用，桃園：中央大學統計研究所碩士論文。
張麗娟、李育真(2011)。本國銀行風險管理與財務危機對財務績效之影響。台灣銀行季刊，1-25。
陳美菊(2009)。全球金融危機之成因、影響及因應。中華民國行政院經濟建設委員會經濟研究，第九期，第10篇。
郭秋榮(2003)。巴塞爾銀行監理委員會資本適足率之規範及其新制之影響。中華民國行政院經濟建設委員會經濟研究，第三期，第4篇。
鍾經樊(2011)。涵蓋信用風險、銀行間傳染風險、與流動性風險的台灣金融系統風險量化模型。中央銀行季刊，第三十三卷，第二期，第4篇，13-40。
貳、西文部分
Adrian Blundell-WignallPaul, Atkinson, 2010,“Thinking beyond Basel III: Necessary Solutions for Capital and Liquidity, ” OECD Journal: Financial Market Trends,Volume 2010 – Issue 1.
Alain Angora, Caroline Roulet , 2011, “Liquidity Assessment and the Use of Liquidity Ratio as Defined in the Basel III Accords to Identify Bank Distress,”Universite de Limoges, LAPE, 5 rue Felix Eboue, 87031 Limoges Cedex, France.
Altman E., (1977), “Predicting performance in the savings and loan association Industry,” Journal of Monetary Economics, Vol 3, No 4, pp. 443-466.
Arena M, 2005, “Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using bank-level data,” Bank of Canada, Working paper.
Asim Ijaz Khwaja, Atif Mian, 2008,“Tracing the Impact of Bank Liquidity Shocks:Evidence from an Emerging Market,” The American Economic Review, Vol. 98, No. 4, pp. 1413-1442.
Avery R., Hanweck G., 1984, “A dynamic analysis of bank failures, bank structure and competition,” Federal Reserve Bank of Chicago, Conference Proceedings.
“Basel III: framework for liquidity - Frequently asked questions,” 2011, Bank of International Settlements, Consultative Document.
“Basel III: International framework for liquidity risk, measurement and monitoring”, 2010, Bank of International Settlements, Consultative Document.
Barth J., Brumbaugh R., Sauerhaft D., Wang G., 1985, “Thrift institution failures:Causes and policy issues,” Federal Reserve Bank of Chicago, Conference Proceedings.
Barth, J. R., Nolle, D. E., Phumiwasana, T., and Yago, G. (2003), “A Cross-Country Analysis of the Bank Supervisory Framework and Bank Performance,”Financial Markets, Institutions & Instruments, Vol. 12, 67-120.
Benston G., 1985, “An analysis of the causes of savings loan association failures,”New York University, Monograph Series in Finance and Economics.
Berger A. N., Bouwman C. H. S., 2009, “Bank liquidity creation, monetary policy and financial crises,” Working Paper.
Berger A. N., Bouwman C. H. S., 2010, “Bank liquidity creation and risk taking during distress,” Working Paper.
Bongini P., Claessens S., Ferri G., (2001), “The Political Economy of Distress in East Asian Financial Institutions,” Journal of Financial Services Research, Vol19, No 1, pp.5-25.
Bourke, P. (1989), “Concentration and Other Determinants of Bank Profitability in Europe, North America and Australia,” Journal of Banking and Finance,Vol. 13, 65-79.
Chen Y. K., Kao L. F., Shen C. H., Yeh C. Y., 2010, “Bank liquidity risk and Performance,” International Monetary Fund, Working Paper.
Demirgüç-Kunt, A., and Huizinga, H. (1999), “Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence,” World Bank Economic Review, Vol.13, 379-408.
Demirguc-Kunt A., 1990, “Deposit institutions failures: A review of empirical Literature,” Federal Reserve of Cleveland, Working Paper.
Demirgüç-Kunt, A., Laeven, L., and Levine, R. (2003), “The Impact of Bank Regulations, Concentration, and Institutions on Bank Margins,” World Bank Policy Research Working Paper NO. 3030.
Diamond D. W., Rajan R. G., 2001, “Liquidity risk, liquidity creation, and financial fragility: a theory of banking,” Journal of Political Economy, Vol 109, No 2, pp.287-327.
Douglas W. Diamond, Raghuram G. RajanReviewed, 2005,“Liquidity Shortages and Banking Crises,” The Journal of Finance, Vol. 60, No. 2, pp. 615-647Published.
Douglas W. Diamond Philip H. Dybvig, 2000, “Bank Runs, Deposit Insurance, and Liquidity,” Federal Reserve Bank of Minneapolis Quarterly Review Vol. 24, No. 1, Winter 2000, pp. 14–23.
Elisabeta Pana, J. Tim Query, Jin Park, 2010, “The Impact of Bank Mergers on Liquidity Creation,” Journal of Risk Management in Financial Institutions, Forthcoming.
Festic M., Kavkler A., Repina S., 2010, “ The macroeconomic sources of systemic risk in the banking sectors of five new UE member states,” Journal of Banking and Finance, Vol 34, No 11, pp. 2573-2836.
“Funding liquidity risk : definition and measurement,” 2010, Bank of International Settlements, working papers NO 316.
Gajewsky G., 1988, “Bank risk, regulator behaviour, and closure in the mid 1980’s: A two step Logit model,” George Washington University, PhD Dissertation.
Gary Gorton, Lixin Huang, 2004, “Liquidity, Efficiency, and Bank Bailouts,” The American Economic Review, Vol. 94, No. 3, pp. 455-483Published.
Gianfranco A. Vento, Pasquale La Ganga, 2009, “Bank Liquidity Risk Management and Supervision: Which Lessons from Recent Market Turmoil,” Journal of Money, Investment and Banking ISSN 1450-288X Issue 10.
Kaminsky G., Reinhart C., 1996, “The twin crises: The causes of banking and balance of payments problems,” Washington Board of Governors of the Federal Reserve System, Discussion paper.
Kosmidou, K., Tanna, S., and Pasiouras, F.(2005), “Determinants of Profitability of Domestic UK Commercial Banks: Panel Evidence from the Period 1995-2002,” Money Macro and Finance (MMF) Research Group Conference.
Loutskina E., 2010, “The role of securitization in bank liquidity and funding Management,” Journal of Financial Economics, Forthcoming.
Martin D., 1977, “Early warning of bank failure,” Journal of Banking and Finance, No 1, pp. 249-276.
Molyneux, P., and Thornton, J. (1992), “Determinants of European Bank Profitability: A Note,” Journal of Banking and Finance, Vol. 16, 1173-1178.
Naceur, S. B., and Kandil, M. (2009), “The Impact of Capital Requirements on Banks` Cost of Intermediation and Performance: The Case of Egypt,” Journal of Economics and Business, Vol. 61, 70-89.
Ojo, Marianne,2010, “Preparing for Basel IV: why liquidity risks still present a challenge to regulators in prudential supervision,” MPRA Paper No. 27627,posted 21.
Pasiouras, F., and Kosmidou, K. (2007), “Factors Influencing the Profitability of Domestic and Foreign Commercial Banks in the European Union,” Research in
International Business and Finance, Vol. 21, 222-237.
Ray Barrell, E Philip Davis, Tatiana Fic, Dawn Holland,Simon Kirby, Iana Liadze, 2009, “Optimal regulation of bank capital and liquidity: how to calibrate new international standards,” No 38, Occasional Papers from Financial Services Authority.
Sinkey J., (1975), “A multivariate statistical analysis of the characteristics of banks,”The Journal of Finance, Vol 30, No 1, pp. 21-36.
Shehzad C.T., Haad J. de, Scholtens B.,2010,“The impact of bank ownership concentration on impaired loans and capital adequacy,” Journal of Banking & Finance 34,399–408.
Shen, C.-H., Kuo, C.-J., and Chen, H.-J.(2001), “Determinants of Net Interest Margins in Taiwan Banking Industry,” Journal of Financial Studies, Vol. 9,
47-83.
Shen C. H., 2004, “Prediction of bank failure using combined micro and macro data,” Working Paper. |
