| Reference: | 一、書籍
Alan Agresti, Barbara Finlay著，鄭宗琳, 吳宇真譯，(2002)。社會統計學。臺北：五南。
Allison, Paul D, (2012). Logistic Regression Using SAS: Theory and Application, Cary, N.C.: SAS Institute.
Michel Crouhy, Robert Mark, Dan Galai著，臺灣金融研訓院編譯委員會譯，(2006)。風險管理。臺北：麥格羅‧希爾。
王濟川與郭志剛著，(2003)。Logistic迴歸模型：方法及應用。臺北：五南。
江朝國，(1995)。保險法基礎理論。臺北：瑞興。
李宗梨、林蕙真，(2011)。會計學新論。臺北：証業。
林左裕，(2013)。不動產投資管理。臺北：智勝。
黃寶慶，(2014)。探索進階信用風險管理。臺北：財團法人臺灣金融研訓院。
新巴塞爾資本協定共同研究小組編譯，(2005)。銀行自有資本之計算與有資本標準之國際通則：修正版架構。臺北：財團法人臺灣金融研訓院。
謝宇，(2013)。迴歸分析。臺北：五南。
羅際棠，(1995)。銀行授信與經營。臺北：自版。
二、期刊論文
(一)中文部分
江朝國，(1998)。保險業資金運用範圍擴大之探討。保險專刊，52期，頁24-55。
江朝國，(1998)。保險業資金運用範圍擴大之探討。保險專刊，53期，頁52-83。
李桐豪與呂美慧，(2000)。金融機構房貸客戶授信評量模式分析─Logistic迴歸之應用。臺灣金融財務季刊，1卷1期，頁1-20。
沈中華，(2006)。金融業提列備抵呆帳與景氣循環、法規之關聯性分析—以49 個國家為例。財金論文叢刊，4期，頁1-23。
林左裕與陳正芬，(2005)。利用未償債務之扣除進行逃漏遺產稅之研究—Logit模式之應用。交大管理學報，1期，頁205-229。
林左裕與劉長寬，(2003)。應用Logit 模型於銀行授信違約行為之研究。2003年中華民國住宅學會第十二屆年會論文集，頁92-119。
林左裕與賴郁媛，(2005)。我國銀行業逾放比與總體經濟因素間關係之研究。商管科技季刊，6卷1期，頁165-179。
周建新、于鴻福與陳進財，(2004)。銀行業房貸授信風險評估因素之選擇。中華管理評論，7卷2期，頁77-103。
馬君梅，(2003)。財報分析應用於信用風險的發展趨勢。會計研究月刊，第214期，頁84-94。
張大成、劉宛鑫與沈大白，(2002)。信用評等模型之簡介。中國商銀月刊，21卷11期，頁1-5。
張哲銘、王貞靜與謝昇樺，(2014)。放款品質、經營績效與資訊不對稱─兼論34號公報第三次修訂之效果。會計審計論叢，4卷1期，頁53-98。
黃嘉興、謝永明與劉宗哲，(2005)。房屋抵押貸款客戶違約預測模式之比較研究。東吳經濟商學學報，48期，頁103-125。
楊顯爵、林左裕與陳宗豪，(2008)。住宅抵押貸款違約之研究─影響因素之顯著性分析。臺灣土地研究，11卷2期，頁1-36。
劉代洋與李馨蘋，(1994)。購屋貸款與家戶社經特色之實證研究─以台中都會區為例。管理科學學報，第11卷，第1期，頁109-127。
魏妙娟，(2011)。放款及應收款納入第34號公報評估方法與系統導入實務。今日合庫，37卷7期，頁27-82。
(二)英文部分
Agarwal, S., Ambrose, B. W., Chomsisengphet, S., & Liu, C. L. (2006). An Empirical Analysis of Home Equity Loan and Line Performance. Journal of Financial Intermediation, 15(4), 444-469.
Ambrose, B. W., Buttimer, R. J., & Capone, C. A. (1997). Pricing Mortgage Default and Foreclosure Delay. Journal of Money Credit and Banking, 29(3), 314-325.
Ambrose, B. W., & Capone, C. A. (1996). Cost-Benefit Analysis of Single-Family Foreclosure Alternatives. Journal of Real Estate Finance and Economics, 13(2), 105-120.
Ambrose, B. W., & Capone, C. A. (1998). Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions. Real Estate Economics, 26(3), 391-429.
Ambrose, B. W., & Capone, C. A. (2000). The Hazard Rates of First and Second Defaults. Journal of Real Estate Finance and Economics, 20(3), 275-293.
Ambrose, B. W., Capone, C. A., & Deng, Y. H. (2001). Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure. Journal of Real Estate Finance and Economics, 23(2), 213-234.
Ambrose, B. W., LaCour-Little, M., & Huszar, Z. R. (2005). A Note on Hybrid Mortgages. Real Estate Economics, 33(4), 765-782.
An, X. D., Deng, Y. H., Rosenblatt, E., & Yao, V. W. (2012). Model Stability and the Subprime Mortgage Crisis. Journal of Real Estate Finance and Economics, 45(3), 545-568.
Archer, W. R., Elmer, P. J., Harrison, D. M., & Ling, D. C. (2002). Determinants of Multifamily Mortgage Default. Real Estate Economics, 30(3), 445-473.
Archer, W. R., Ling, D. C., & McGill, G. A. (1996). The Effect of Income and Collateral Constraints on Residential Mortgage Terminations. Regional Science and Urban Economics, 26(3-4), 235-261.
Archer, W. R., Ling, D. C., & McGill, G. A. (2003). Household Income, Termination Risk and Mortgage Pricing. Journal of Real Estate Finance and Economics, 27(1), 111-138.
Archer, W. R., & Smith, B. C. (2013). Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower`s Put Option. Journal of Real Estate Finance and Economics, 46(2), 355-378.
Calhoun, C. A., & Deng, Y. (2002). A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations. Journal of Real Estate Finance and Economics, 24(1/2), 9-33.
Capozza, D. R., Kazarian, D., & Thomson, T. A. (1997). Mortgage Default in Local Markets. Real Estate Economics, 25(4), 631-655.
Capozza, D. R., & Thomson, T. A. (2006). Subprime Transitions: Lingering or Malingering in Default? Journal of Real Estate Finance and Economics, 33(3), 241-258.
Capozza, D. R., & Van Order, R. (2011). The Great Surge in Mortgage Defaults 2006-2009: The Comparative Roles of Economic Conditions, Underwriting and Moral Hazard. Journal of Housing Economics, 20(2), 141-151.
Cho, Y., Hwang, S., & Satchell, S. (2012). The Optimal Mortgage Loan Portfolio in Uk Regional Residential Real Estate. Journal of Real Estate Finance and Economics, 45(3), 645-677.
Ciochetti, B. A., Deng, Y., Gao, B., & Yao, R. (2002). The Termination of Commercial Mortgage Contracts through Prepayment and Default: A Proportional Hazard Approach with Competing Risks. Real Estate Economics, 30(4), 595-633.
Ciochetti, B. A., Deng, Y. H., Lee, G., Shilling, J. D., & Yao, R. (2003). A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias. Journal of Real Estate Finance and Economics, 27(1), 5-23.
Deng, Y. H. (1997). Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure. Journal of Real Estate Finance and Economics, 14(3), 309-331.
Deng, Y. H., & Gabriel, S. (2006). Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations. Journal of Money Credit and Banking, 38(6), 1431-1460.
Deng, Y. H., & Liu, P. (2009). Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China`s Housing Market. Journal of Real Estate Finance and Economics, 38(3), 214-240.
Deng, Y. H., Pavlov, A. D., & Yang, L. H. (2005a). Spatial Heterogeneity in Mortgage Terminations by Refinance, Sale and Default. Real Estate Economics, 33(4), 739-764.
Deng, Y. H., Quigley, J. M., & Van Order, R. (2000). Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options. Econometrica, 68(2), 275-307.
Deng, Y. H., Quigley, J. M., VanOrder, R., & Mac, F. (1996). Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy. Regional Science and Urban Economics, 26(3-4), 263-285.
Deng, Y. H., Zheng, D. L., & Ling, C. F. (2005b). An Early Assessment of Residential Mortgage Performance in China. Journal of Real Estate Finance and Economics, 31(2), 117-136.
Epperson, J. F., Kau, J. B., Keenan, D. C., & Muller, W. J. (1985). Pricing Default Risk in Mortgages. Areuea Journal-Journal of the American Real Estate & Urban Economics Association, 13(3), 261-272.
Eriksen, M. D., Kau, J. B., & Keenan, D. C. (2013). The Impact of Second Loans on Subprime Mortgage Defaults. Real Estate Economics, 41(4), 858-886.
Grovenstein, R. A., Harding, J. P., Sirmans, C. F., Thebpanya, S., & Turnbull, G. K. (2005). Commercial Mortgage Underwriting: How Well Do Lenders Manage the Risks? Journal of Housing Economics, 14(4), 355-383.
Hlawatsch, S., & Ostrowski, S. (2010). Economic Loan Loss Provision and Expected Loss. Business Research, 3(2), 133-149.
Jones, T., & Sirmans, G. S. (2015). The Underlying Determinants of Residential Mortgage Default. Journal of Real Estate Literature, 23(2), 169-205.
Kau, J. B., & Keenan, D. C. (1999). Catastrophic Default and Credit Risk for Lending Institutions. Journal of Financial Services Research, 15(2), 87-102.
Kau, J. B., Keenan, D. C., & Kim, T. (1993a). Transaction Costs, Suboptimal Termination and Default Probabilities. Journal of the American Real Estate and Urban Economics Association, 21(3), 247-263.
Kau, J. B., Keenan, D. C., & Li, X. (2011). An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with Msa-Level Random Effects. Journal of Real Estate Finance and Economics, 42(1), 51-67.
Kau, J. B., Keenan, D. C., & Lyubimov, C. (2014). First Mortgages, Second Mortgages, and Their Default. Journal of Real Estate Finance and Economics, 48(4), 561-588.
Kau, J. B., Keenan, D. C., Muller, W. J., & Epperson, J. F. (1992). A Generalized Valuation Model for Fixed-Rate Residential Mortgages. Journal of Money Credit and Banking, 24(3), 279-299.
Kau, J. B., Keenan, D. C., Muller, W. J., & Epperson, J. F. (1993b). Option Theory and Floating-Rate Securities with a Comparison of Adjustable-Rate and Fixed-Rate Mortgages. Journal of Business, 66(4), 595-618.
Kelly, R., & O`Malley, T. (2016). The Good, the Bad and the Impaired: A Credit Risk Model of the Irish Mortgage Market. Journal of Financial Stability, 22, 1-9.
Lawrence, E. C. (1995). A Multinomial Logit Analysis of Problem Loan Resolution Choices in Banking. Journal of Money Credit and Banking, 27(1), 202-216.
Lekkas, V., Quigley, J. M., & Vanorder, R. (1993). Loan Loss Severity and Optimal Mortgage Default. Journal of the American Real Estate and Urban Economics Association, 21(4), 353-371.
Leow, M., & Mues, C. (2012). Predicting Loss Given Default (Lgd) for Residential Mortgage Loans: A Two-Stage Model and Empirical Evidence for Uk Bank Data. International Journal of Forecasting, 28(1), 183-195.
Lin, Tsoyu, (2004). A Study on the Termination Behaviors of Residential Mortgages in Taiwan. Journal of Agricultural Economics, 76, 209-235.
Morone, M., & Cornaglia, A. (2010). An Econometric Model to Quantify Benchmark Downturn Loss Given Default on Residential Mortgages. The Journal of Risk Model Validation, 4(3), 27-51.
Phillips, R. A., Rosenblatt, E., & vanderHoff, J. H. (1996). The Probability of Fixed- and Adjustable-Rate Mortgage Termination. Journal of Real Estate Finance and Economics, 13(2), 95-104.
Phillips, R. A., & VanderHoff, J. H. (2004). The Conditional Probability of Foreclosure: An Empirical Analysis of Conventional Mortgage Loan Defaults. Real Estate Economics, 32(4), 571-587.
Quercia, R. G., & Stegman, M. A. (1992). Residential Mortgage Default: A Review of the Literature. Journal of Housing Research, 3(2), 341.
Shing-Ping, L., & Day-Yang, L. (2002). The Determinants of Defaults in Residential Mortgage Payments: A Statistical Analysis. International Journal of Management, 19(2), 377-389.
Smith, L. D., & Lawrence, E. C. (1995). Forecasting Losses on a Liquidating Long-Term Loan Portfolio. Journal of Banking & Finance, 19(6), 959-985.
Smith, L. D., Sanchez, S. M., & Lawrence, E. C. (1996). A Comprehensive Model for Managing Credit Risk on Home Mortgage Portfolios. Decision Sciences, 27(2), 291.
Yang, T. T., Buist, H., & Megbolugbe, I. F. (1998). An Analysis of the Ex Ante Probabilities of Mortgage Prepayment and Default. Real Estate Economics, 26(4), 651-676.
三、網際網路(最後造訪日期均為2016.12.03)
中華民國統計資訊網：https://www.stat.gov.tw/mp.asp?mp=4
中央銀行統計資訊網：http://www.pxweb.cbc.gov.tw/dialog/statfile9.asp
中華民國人壽保險商業同業公會：http://www.lia-roc.org.tw/
立法院法律系統：http://lis.ly.gov.tw/lglawc/lglawkm
全國法規資料庫：http://law.moj.gov.tw/
金融監督管理委員會銀行局：http://www.banking.gov.tw/ch/
金融監督管理委員會保險局：http://www.ib.gov.tw/ch/
金融監督管理委員會證券期貨局：http://www.sfb.gov.tw/ch/index.jsp
財團法人保險事業發展中心：http://www.tii.org.tw/opencms/actuarial/actuarial1/
財團法人會計研究發展基金會：http://www.ardf.org.tw/ardf.html
國家發展委員會景氣指標查詢系統：http://index.ndc.gov.tw/n/zh_tw |
