| Reference: | 中文部分
一、碩博士論文
李俊(2010)，我國商業銀行超額準備金率變動及對貨幣乘數影響分析，暨南大學金融研究所博士論文。
馬南媛(1998)，亞太風險趨避係數的估計與比較，元智大學管理研究所學位論文。
張嘉珍(2002)，銀行最適準備金管理之實證研究，銘傳大學金融研究所碩士論文。
劉思吟(2012)，影響台灣金融機構超額準備因素之實證研究，國立台灣大學經濟學系在職專班碩士論文。
二、書籍
高鐵梅(2010)，計量經濟分析方法與建模：EViews應用及實例，北京：清華大學出版社，264-265。
英文部分
Agénor, P. R., Aizenman, J., & Hoffmaister, A. W. (2004). The credit crunch in East Asia: what can bank excess liquid assets tell us?. Journal of International Money and Finance, 23(1), 27-49.
Agénor, P. R., & El Aynaoui, K. (2010). Excess liquidity, bank pricing rules, and monetary policy. Journal of Banking & Finance, 34(5), 923-933.
Khasawneh, A. Y. (2013). Excess Reserve Holdings of Jordan Commercial Banks: VARX Implementation. International Journal of Economics and Finance, 5(11), 152.
Baumol, W. J. (1952). The transactions demand for cash: An inventory theoretic approach. The Quarterly Journal of Economics, 66(4), 545-556.
Clouse, J. A., & Dow, J. P. (2002). A computational model of banks’ optimal reserve management policy. Journal of Economic Dynamics and Control, 26(11), 1787-1814.
Danthine, J. P., & Donaldson, J. B. (2014). Intermediate financial theory. Academic press.
Gale, D., & Yorulmazer, T. (2013). Liquidity hoarding. Theoretical Economics, 8(2), 291-324.
Reid-Anderson, K. (2011). Excess Reserves in Jamaican Commercial Banks: The Implications for Monetary Policy. Research and Economic Programming Division, Bank of Jamaica.
Nana, P. N., & Samson, L. (2014). Why are banks in Africa hoarding reserves? An empirical investigation of the precautionary motive. Review of Development Finance, 4(1), 29-37.
Ogawa, K. (2007). Why commercial banks held excess reserves: the Japanese experience of the late 1990s. Journal of Money, Credit and Banking, 39(1), 241-257.
Ramos, A. M. (1996). Deposit insurance, bank capital structures and the demand for liquidity (No. WP-96-8). Federal Reserve Bank of Chicago.
Sims, C. A. (1980). Macroeconomics and reality. Econometrica: Journal of the Econometric Society, 48(1),1-48.
Tobin, J. (1956). The interest-elasticity of transactions demand for cash. The Review of Economics and Statistics, 38(3):241-247. |
