Bank Efficiency Evaluation by Considering the Operational Risk--Using Top-Down Models
碩士 === 東吳大學 === 經濟學系 === 95 === This article studies the bank efficiency considering the operational risk. The research object is 32 banks in Taiwan for the period from 2000 to 2005. The empirical study divides into two stages. In the first stage, we use the GARCH model to estimate the variance of r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/09918728817364997912 |