Reference: | 王宏瑞 (2002),〈美債券市場業務簡介 ── 兼論次順位債券市場之監督功能〉,《證管雜誌》,6,20:11,頁20-40。
朱素徵、黃俊榮 (2007),〈臺灣金融機構發債概況:資本需求驅動次順位金融債發行〉,《中華信用評等分析評論》,頁1-11。
汪志勇、劉維琪 (2003),〈次順位債券與間接金融監督〉,《風險管理學報》,5:3,頁411-427。
吳軍梅 (2005),〈對我國商業銀行發行次級債的思考〉,《福建金融管理干部學院學報》,6,頁16-20。
林大侯、陳欽奇 (2002),〈逾期放款的預防之道 ── 早期改正措施及強制性次順位債券政策的功能〉,《臺灣綜合展望》,20:11,頁51-56。
陳德勝、姚偉峰、馮宗實 (2005),〈商業銀行的監管資本適足率和經濟資本收益率管理研究〉,《北京工業大學學報》,5:1,頁15-20。
曾令雯 (2004),〈銀行風險承擔對市場紀律之影響〉,中興大學企業管理學系碩士論文。
曾令寧、黃仁德 (2003),《現代銀行監理與風險管理》。台北:臺灣金融研訓院。
曾令寧、黃仁德 (2004),《風險基準資本指南 ── 新巴塞爾資本協定》。台北:臺灣金融研訓院。
黃事立 (2005),〈銀行信用評等對次順位債券發行利率的影響研究〉,朝陽科技大學保險金融學系碩士論文。
賴彥仲 (2004),〈實施資本適足性規定對本國銀行業總體資金市場之影響〉,雲林
科技大學財務金融學系碩士論文。
鍾舜華 (2002),〈發行金融(次順位)債券之討論〉,《台肥月刊》,43:3,頁43-92。
Andrea, S. (2003), “ Testing for market discipline in European Banking Industry: Evidence from Subordinated Debt Issues, ” Journal of Money, Credit, and Banking, 35:3, pp. 1-43.
Basel Committee on Banking Supervision (2003), “ Markets for Bank Subordinated Debt Equity in Basel Committee Member Countries,” working paper 12, The Bank for International Settlements.
Board of Governors of the Federal Reserve System (1999),“ Using Subordinated Debt as Instrument of Market Discipline, ” Staff Study, 172, pp. 1-39.
Blum, J. M. (2002),“ Subordinated Debt, Market Discipline, and Banks’Risk Taking,” Journal of Banking and Finance, 26, pp. 1427-1441.
Cooper, K. and D. R. Fraser (1988), “The Rising Cost of Bank Failure: A Proposed Solution,” Journal of Retail Banking, 10, pp. 5-12.
Dewatripont, M. and K. Tirole, (1994). The Prudential Regulation of Banks.
Cambridge: MIT press.
Evanoff, D. D. (1993), “Preferred Sources of Market Discipline, ” Yale Journal on Regulation, 10, pp. 347-368.
Evanoff, D. D. and L. D. Wall (2000), “Subordinated Debt as Bank Capital:A Proposal for Regulatory Reform,” Economic Perspectives, Federal Reserve Bank of Chicago, 2, pp. 40-53.
Evanoff, D. D. and L. D. Wall (2000), “Subordinated Debt and Bank Capital
Reform,” working paper, Federal Reserve Bank of Atlanta.
Evanoff, D. D. and L. D. Wall (2001), “Subordinated Debt Yield Spread as Bank Risk Measures,” working paper, Federal Reserve Bank of Atlanta.
Flannery, J. M. and S. M. Sorescu (1996), “Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991,” Journal of Finance, 51, pp. 1347-1377.
Hull J. C. (1993), Options, Futures, and Other Derivatives. Upper Saddle River, New Jersey: Pearson Prentice Hall.
Kahn, N. R. and R. Lochoff (1990), “Convexity and Exceptional Return,” Journal of Portfolio Management, Winter, pp. 43-47.
Keehn, S. (1989), “Banking on the Balance: Powers and the Safety Net,” working paper, Federal Reserve Bank of Chicago.
Macaulay, F. (1938), The Movements of Interest Rates, Bond Yields and Stock Prices
in the United States since 1856. New York: National Bureau of Economic Research.
Morgan, D. P. and K. J. Stiroh (1999), “Bond Market Discipline of Banks: Is the Market Tough Enough?”, Staff Reports, No. 95.
U. S. Shadow Financial Regulatory Committee (2000), Reforming Bank Capital Regulation. Washington, D. C.: AEI Press.
Wall, L. D. (1989), “A Plan for Reducing Future Deposit Insurance Losses: Puttable Subordinated Debt,” Economic Review, Federal Reserve Bank of Atlanta, July/August, pp. 2-17. |