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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 莊委桐 | |
dc.contributor.author | Han-Yeh Wu | en |
dc.contributor.author | 吳函曄 | zh_TW |
dc.date.accessioned | 2021-05-14T17:44:00Z | - |
dc.date.available | 2020-08-04 | |
dc.date.available | 2021-05-14T17:44:00Z | - |
dc.date.copyright | 2015-08-04 | |
dc.date.issued | 2015 | |
dc.date.submitted | 2015-08-03 | |
dc.identifier.citation | Acemoglu, Daron, Asuman Ozdaglar, and Alireza Tahbaz-Salehi.
2012. “Systemic Risk and Stability in Financial Networks.” Unpublished. Aldasoro, Iñaki and Delli Gatti, Domenico and Faia, Ester, Bank Networks:Contagion, Systemic Risk and Prudential Policy (January 30, 2015).CESifo Working Paper Series No. 5182. Available at SSRN: http://ssrn.com/abstract=2559722 Allen, F. and A. Babus, 2008, Networks in Finance. Wharton Financial Institutions Center Working Paper No. 08-07. Available at SSRN: http://ssrn.com/abstract=1094883 Allen, F., A. Babus and E. Carletti (2010), .Financial Connections and Systemic Risk,.NBER working paper, 16177. Allen, Franklin, Ana Babus, and Elena Carletti (2012), “Asset commonality,debt maturity and systemic risk.”Journal of Financial Economics,104,519–534. Allen, Franklin and Douglas Gale (2000), “Financial contagion.” Journal of Political Economy, 108, 1–33. Babus, A. (2007): “The Formation of Financial Networks,” Discussion Paper 06-093,Tinbergen Institute. Boss, M, Elsinger, H, Summer, M and Thurner, S (2003), ‘The network topology of the interbank market’, arXiv:cond-mat/0309582v1, 25 Sep 2003. Castiglionesi, F., and N. Navarro, 2007, Optimal Fragile Financial Networks,mimeo,Tilburg University. Chinazzi, M. and Fagiolo, G., Systemic risk, contagion, and nancial networks: A survey. LEM Papers Series 2013/08, Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa,Italy,2013. Craig B.,von Peter G.Interbank tiering and money center banks.Inpress,Cleveland, OH:Federal Reserve Bank of Cleveland. Elliot, Matthew, Benjamin Golub, and Matthew O. Jackson (2012), “Financial networks and contagion.” Working Paper. Farboodi, M. (2014) Intermediation and Voluntary Exposure to Counterparty Risk, mimeo Gai, P., and S. Kapadia, 2007, Contagion in Financial Networks, working paper, Bank of England Leitner Y.(2005) Financial networks:contagion, commitment and private sector bailouts. J. Finance 60:2925–2953 Nier E, Yang J,Yorulmazer T, Alentorn A.(2007) Network models and financial stability. J. Econ. Dyn. Control 31:2033–2060, | |
dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/4604 | - |
dc.description.abstract | 在現代的金融體系中,銀行之間會大量的往來,也因此當其中一家銀行破產時,其他銀行也會因此受到影響,這就是金融網路的模型在處理的問題。在這篇論文中加入了匯率這個在相關文獻中較少見的要素,並且分別討論了風險中立者和兩種不同的風險趨避者在各種情況下會如何進行決策。風險中立者的部分主要用代數的方式進行討論,而風險趨避者則是用數值來分析。探討了銀行的可能策略及影響決策的因素。 | zh_TW |
dc.description.provenance | Made available in DSpace on 2021-05-14T17:44:00Z (GMT). No. of bitstreams: 1 ntu-104-R02323026-1.pdf: 304677 bytes, checksum: 3f7be57f40e3fd86712aaea0dfda8321 (MD5) Previous issue date: 2015 | en |
dc.description.tableofcontents | 目 錄
中文摘要………………………………………………………………………… ii 英文摘要………………………………………………………………………… ii 第一章 緒論………………………………………………………………………....1 第二章 模型………………………………………………………………….. 4 2.1消費者和銀行……….……………………………………………………… 4 2.2銀行的分類及匯率…………………………………………………………..4 2.3破產造成的損失與損失極限………………………………………………. 6 第三章 風險中立的銀行決策者……………………………………………………7 3.1銀行的可能策略……………………………………………………………..7 3.2無連結時的投資策略………………………………………………………..9 3.3有連結時的策略…………………………………………………………….11 3.4政府限制……………………………………………………………………12 第四章 風險趨避的決策者………………………………………………………..15 4.1風險趨避者…………………………………………………………………15 4.2一般的風險趨避者…………………………………………………………16 4.3恐懼破產的風險趨避者……………………………………………………21 第五章 結論………………………………………………………………………..24 參考文獻…………………………………………………………………….…… 26 | |
dc.language.iso | zh-TW | |
dc.title | 國際金融網路結構分析-兼論匯率因素效應 | zh_TW |
dc.title | An Analysis of International Financial Network Structure and Exchange Rate Effect | en |
dc.type | Thesis | |
dc.date.schoolyear | 103-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 葉俊顯,袁國芝 | |
dc.subject.keyword | 金融網路,擠兌,傳染風險,匯率,連結, | zh_TW |
dc.subject.keyword | financial network,run,contagion risk,exchange rate,connect, | en |
dc.relation.page | 28 | |
dc.rights.note | 同意授權(全球公開) | |
dc.date.accepted | 2015-08-03 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 經濟學研究所 | zh_TW |
顯示於系所單位: | 經濟學系 |
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