Measuring systemic risk of the financial holding companies in Taiwan : models and empirical analysis
碩士 === 國立政治大學 === 經濟學系 === 105 === After the Financail Crisis of 2007-2009, there have been rich research about systemic risk analysis, and this work focus on financial industry in Taiwan. According to Adrian et al.(2016)、 Acharya et al.(2012)and Brownlees et al.(2012), we consider four measures for...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/etn6r8 |