The Study of Off-Balance-Sheet Financial Derivatives and Bank Risks
碩士 === 國立臺北大學 === 金融與合作經營學系 === 101 === Numerous studies have evaluated the relationship between the financial derivatives and bank risks and have provided inconsistent conclusions. Alternative to the previous literature, we apply Vector Autoregression Model (VAR) to explore the dynamic relation...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61991581234665215138 |