AN EMPIRICAL EQUITY DURATION OF BANK IN TAIWAN AS COMPARED WITH THE FINANCIAL STORM OF ASIA AND ESTABLISHED FINANCIAL HOLDING COMPANIES
碩士 === 銘傳大學 === 經濟學系碩士班 === 94 === In past, all the researches about banking interest rate risk to measure the effect of interest rate fluctuation on banking industries asset value were base on banking visions. This study use the stock investors views to see the financial storm of Asia in 1997 till...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/x8ueb7 |
| Summary: | 碩士 === 銘傳大學 === 經濟學系碩士班 === 94 === In past, all the researches about banking interest rate risk to measure the effect of interest rate fluctuation on banking industries asset value were base on banking visions. This study use the stock investors views to see the financial storm of Asia in 1997 till to established financial holding companies in 2000 . We used the equity duration to search the effect of the interest rate fluctuation on banking industries stocks price. And know how the investors to face the price risk. In order to explore the bank price risk that investors faced were involved structural change by Taiwan banking industries equity duration changes.
From the first empirical target, Taiwan banking equity duration in 1997, the financial storm of Asia was decrease. That was showed the banking investor’s price risk was not increased. But, in 2000 the financial holding company established the result of the empirical was contrary. That were exhibit after the financial holding company established the risk of stock price was increased. This study was on second thought to analyze the main factor of equity duration. We were seen that banking industries growth opportunity and risk control were the main factors to influence the banking industries equity duration.
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