Macroeconomic Shocks and Bank Risk: an Empirical Study using Taiwan’s Micro Bank Data

碩士 === 國立清華大學 === 經濟學系 === 104 === This research aims to investigate how bank risk is affected by macroeconomic shocks and how bank heterogeneity influences the responses of bank risk variables to macroeconomic shocks in Taiwan. By combining macro variables and micro bank risk variables into vector...

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Bibliographic Details
Main Authors: Liu, Ta-Jung, 劉大溶
Other Authors: Huang, Chao-Hsi
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/zebv63