自1990年代以來，國際間陸續發生多起重大金融危機，不僅造成國際金融市場動盪不安，更使總體經濟嚴重受創。2008年9月全球金融危機更突顯金融穩定、貨幣穩定及銀行健全的重要性。本論文藉由以下三篇研究，期為預防金融危機及維護金融穩定貢獻一份心力。
第一篇論文根據1990年至2008年間發表在社會科學引用文獻索引(SSCI) 期刊的文獻，評估對金融危機研究的貢獻。本文嘗試調查：(1)最近金融危機研究的主要議題；(2)發表金融危機研究的主要期刊；(3)利用整體貢獻法及積分貢獻法評估個人及機構對金融危機文獻之貢獻；及(4)利用引文分析法評估個別文章及個人研究者對金融危機文獻之影響。研究結果提供評估個人及機構研究產量的一個基準，並辨識未來研究方向及發表場所。
第二篇論文調查衍生性金融商品使用銀行與未使用銀行財務特徵的主要差異，以及調查使用衍生性金融商品與財務特徵間之關係，利用1998年3月至2009年3月本國銀行的季資料。研究結果顯示使用銀行，與未使用銀行相較，資產規模較大、資產品質較佳、資產報酬率較高、利率及信用風險較低、匯率曝險較高及放款成長率較高。再者，利用tobit 迴歸，研究發現衍生性金融商品的使用程度與資產規模、資產品質、淨利息邊際率、匯率風險呈正相關；但與信用風險及持有流動性資產的比率呈負相關。為加強解釋力，本文呈現三個迴歸模型:總衍生性金融商品、利率衍生性金融商品及匯率衍生性金融商品。
第三篇論文估計中國及臺灣金融機構的股票報酬對市場、利率及匯率風險的敏感度，以及調查在套利訂價理論架構下這些風險的溢酬。本研究採用近似無相關迴歸(Seemingly Unrelated Regression)，使用2005年7月21日至2009年12月31日之日資料。研究發現中國銀行組的市場風險β係數顯著為正，利率風險β係數顯著為負；臺灣銀行組及臺灣金融控股公司組的市場風險β係數及匯率風險β係數顯著為正。再者，研究結果顯示中國的銀行、臺灣的銀行及金融控股公司的市場風險溢酬及利率風險溢酬均不顯著；中國的銀行匯率風險溢酬顯著為正，但臺灣的銀行及金融控股公司匯率風險溢酬均不顯著。
最後，本論文針對三篇研究結果，提出對監理機關、業界及學界之意涵及未來研究方向之建議。

Since the 1990s, several financial crises around the world have disturbed international financial markets and damaged the global economy. The global financial crisis of September 2008 highlighted the importance of financial stability, financial soundness, and currency stability. To prevent financial crisis and safeguard financial stability are the common goals among central banks and competent authorities. This dissertation contributes to the literature in these areas with three studies.
The first essay assesses contributions to financial crisis research, based on the publications in Social Science Citation Index journals from 1990 to 2008. This study represents an attempt to: (1) investigate the primary issues of recent financial crisis research, (2) investigate the major journals in publishing financial crisis research, (3) assess the contributions of individual researchers and institutions using the credited contribution approach, and (4) measure the impact of individual publications and individual researchers on the financial crisis literature through citation analysis. The findings provide a useful benchmark for assessing individual and institutional research productivity, and trends for future research and venues for publications are identified.
The second essay examines the financial characteristics of banks that use derivatives and those that do not, as well as the relationship between the use of derivatives and financial characteristics using quarterly data from all domestic banks from March 1998 to March 2009. The results show that user banks, compared to nonuser banks, are on average larger and have stronger asset quality, higher returns on assets, lower interest rate and credit risks, higher foreign exchange exposure, and higher loan growth rates. Moreover, the results of tobit regression indicate that the intensity of derivatives use is positively related to asset size, asset quality, net interest margins, and foreign exchange exposure, but negatively related to credit risk and liquid asset holdings. To maintain robustness, this study presents three separate regression models: total derivatives, interest rate derivatives, and foreign exchange derivatives.
The third essay estimates the sensitivity of stock returns to market, interest and exchange rate risks of the Chinese and Taiwanese financial institutions, and it also examines the pricing of these risk factors in the framework of Ross’ (1976) arbitrage pricing theory. The two-step estimation procedure adopts a seemingly unrelated regression method using daily data for the period from 21 July 2005 to 31 December 2009. The results for the Chinese bank group indicate that the market risk beta is significantly positive, while the interest rate risk beta is significantly negative. The results also show that the market risk betas and the exchange rate risk betas are significantly positive for both the Taiwanese bank group and the Financial Holding Company (FHC) group. In addition, the market risk premium and interest rate risk premium are insignificant for Chinese banks, Taiwanese banks and FHCs. Nevertheless, the exchange risk premium is significantly positive for Chinese banks, but is insignificant for Taiwanese banks and FHCs.
Finally, the implications of these findings for regulators, industrialists and academicians are provided in this dissertation.

References
1.Abdelal, R., “The Politics of Monetary Leadership and Followership: Stability in the European Monetary System since the Currency Crisis of 1992,” Political Studies, Vol. 46, No. 2, pp. 236-259 (1998).
2.Adkins, L. C., Carter, D. A., and Simpson W. G., “Managerial Incentives and the Use of Foreign-Exchange Derivatives by Banks,” The Journal of Financial Research, Vol. 30, No. 3, pp. 399-413 (2007).
3.Aharony. J., Saunders, A., and Swary, I., “The Effects of the International Banking Act on Domestic Bank Profitability and Risk,” Journal of Money, Credit, and Banking, Vol. 17, No. 4, pp. 493-506 (1985).
4.Alexander, J. C., and Mabry, R. H., “Relative Significance of Journals, Authors, and Articles Cited in Financial Research,” Journal of Finance, Vol. 49, No. 2, pp 697-712 (1994).
5. Angbazo, L., “Commercial Bank Net Interest Margins, Default Risk, Interest-Rate Risk, and Off-Balance Sheet Banking,” Journal of Banking and Finance, Vol. 21, No. 1, pp. 55-87, (1997).
6. Aronson, B. E., “Reconsidering the Importance of Law in Japanese Corporate Governance: Evidence from the Daiwa Bank Shareholder Derivative Case,” Cornell International Law Journal, Vol. 36, No. 1, pp. 11-57 (2003).
7. Aslund, A., “Russia's Financial Crisis: Causes and Possible Remedies,” Post-Soviet Geography and Economics 39, No.6, pp. 309-328 (1998).
8. Atindéhou, R. B., and Gueyie, J. P., “Canadian Chartered Banks' Stock Returns and Exchange Rate Risk,” Management Decision, Vol. 39, No. 4, pp. 285-295 (2001).
9. Baumann, H., “Publish and Perish? The Impact of Citation Indexing on the Development of New Fields of Environmental Research,” Journal of Industrial Ecology, Vol. 6, pp. 13-26 (2002).
10. Bernanke B. S., “Non-Monetary Effects of the Financial Crisis in the Propagation of the Great-Depression,” American Economic Review, Vol. 73, No. 3, pp. 257-276 (1983).
11. Bicksler, J., and Chen, A. H., “An Economic Analysis of Interest Rate Swaps,” Journal of Finance, Vol. 41, No. 3, pp. 645-655 (1986).
12. Bodie, Z., Kane, A., and Marcus, A. J., “Investments, Sixth Edition,” The McGraw-Hill Companies, pp. 345-362 (2005).
13. Booth, J. R., Smith, R. L., and Stoltz, R. W., “Use of Interest Rate Futures by Financial Institutions,” Journal of Bank Research, Vol. 15, pp. 15-20 (1984).
14. Booth, R., and Officer, D. T., “Expectations, Interest Rates, and Commercial Bank Stocks,” Journal of Financial Research, Vol. 8, No. 1, pp. 51-58 (1985).
15. Brewer, E., Jackson, W. E., and Moser, J. T., “The Value of Using Interest Rate Derivatives to Manage Risk at U.S. Banking Organizations,” Federal Reserve Bank of Chicago, Economic Perspectives, pp. 49-66 (2001).
16. Brewer, E., Minton, B. A., and Moser, J. T., “Interest Rate Derivatives and Bank Lending,” Journal of Banking and Finance, Vol. 24, No. 3, pp. 353-379 (2000).
17. Bruner, R. F., and Simms, J. M., “The International Debt Crisis and Bank Security Returns in 1982,” Journal of Money Credit and Banking, Vol. 19, No. 1, pp. 46-55 (1987).
18. Buser, S., Chen, A., and Kane, E., “Federal Deposit Insurance, Regulatory Policy and Optimal Bank Capital,” Journal of Finance, Vol. 36, No.1, pp. 51-60 (1981).
19. Caprio, G., and Klingebiel, D., “Episodes of Systemic and Borderline Financial Crises,” Mimeo, World Bank, (1999).
20. Carter, D. A., and Sinkey, J. F., “The Use of Interest-Rate Derivatives by End-Users: The Case of Large Community Bank,” Journal of Financial Services Research, Vol. 14, pp. 17-34 (1998).
21. Chamberlain, S., Howe J. S., and Popper, H., “The Exchange Rate Exposure of U.S. and Japanese Banking Institution,” Journal of Banking and Finance, Vol. 21, No. 6, pp. 871-892 (1997).
22. Chance, D. M., and Lane W. R., “A Re-examination of Interest Rate Sensitivity in the Common Stocks of Financial Institutions,” Journal of Financial Research, Vol. 3, pp. 49-55 (1980).
23. Chandy, P. R., and Williams, T. G. E., “The Impact of Journals and Authors on International-Business Research: a Citational Analysis of JIBS Articles,” Journal of International Business Studies, Vol. 25, No. 4, pp. 715-728 (1994).
24. Chaudhry, M. K., Christie, R. D., Koch, T. W., and Reichert, A. K., “The Risk of Foreign Currency Contingent Claims at US Commercial Banks,” Journal of Banking and Finance, Vol. 24, No. 9, pp. 1399-1417 (2000).
25. Chelley-Steeley, P., and Lavers, C., “The Propensity to Hedge Using Futures Contracts: The Case of Potato Futures Contracts,” Applied Economics, Vol. 37, No. 18, pp. 2143-2146 (2005).
26. Chen, C. R., and Chan A., “Interest Rate Sensitivity and Stock Returns of Financial Institutions,” Financial Review, Vol. 24, pp. 457-473 (1989).
27. Chen, N. F., Roll, R., and Ross S. A., “Economic forces and the stock market,”Journal of Business, Vol. 59, pp. 383-404.
28. Choi, J. J., Elyasiani, E., and Kopecky, K. J., “The Sensitivity of Bank Stock Returns to Market, Interest and Exchange Rate Risks,” Journal of Banking and Finance, Vol. 16, No. 5, pp. 983-1004 (1992).
29. Choi, J. J., and Elyasiani E., “Derivatives Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks,” Journal of Financial Services Research, Vol. 12, No. 2/3, pp. 267-286 (1997).
30. Communiqué, Meeting of Ministers and Governors, G-20, São Paulo - Brazil
8-9 November 2008.
31. Corbett, J., and Vines, D., “Asian Currency and Financial Crises: Lessons from Vulnerability, Crisis, and Collapse,” World Economy, Vol. 22, No. 2, pp. 155-177 (1999).
32. Cote, J. A., Leong, S. M., and Cote, J., “Assessing the Influence of Journal of Consumer Research: A Citation Analysis,” Journal of Consumer Research, Vol. 18, No. 3, pp. 402-410 (1991).
33. Crouhy, M. G., Jarrow, R. A., and Turnbull, S. M., “The Subprime Credit Crisis of 2007,” Journal of Derivatives, Vol. 16, No.1, pp. 81-110 (2008).
34. Davis, P., and Papanek, G.. F., “Faculty Ratings of Major Economics Departments by Citations,” American Economic Review, Vol. 74, No. 1, pp. 225-230 (1984).
35. De Paula, L. F., and Alves, A. J., “External Financial Fragility and the 1998-1999 Brazilian Currency Crisis,” Journal of Post Keynesian Economics, Vol. 22, No.4, pp. 589-617 (2000).
36. De Wet, W. A., and Gebreselasie T. G., “The Exchange Rate Exposure of Major Commercial Banks in South Africa,” African Finance Journal, Vol. 6, No. 2, pp. 21-35 (2004).
37. Declaration, Summit on Financial Markets and the World Economy, G-20, November 15, 2008.
38. Deshmukh, S. D., Greenbaum, S. I., and Kanatas, G.., “Interest-rate Uncertainty and the Financial Intermediary’s Choice of Exposure,” Journal of Finance, Vol. 38, No. 1, pp. 141-147 (1983).
39. Diamond, D. W., “Financial Intermediation and Delegated Monitoring,” Review of Economic Studies, Vol. 51, No. 3, pp. 393-414 (1984).
40. Englund, P., “The Swedish Banking Crisis: Roots and Consequences,” Oxford Review of Economic Policy, Vol. 15, No. 3, pp. 80-97 (1999).
41. Epstein, J., “Security Lessons Learned from Societe Generale,” Ieee Security & Privacy , Vol. 6, No. 3, pp. 80-82 (2008).
42. Eun, C.S. and B. Resnick, “Exchange rate uncertainty, forward contracts, and international portfolio selection,” Journal of Finance, Vol. 43, pp. 197-215 (1988).
43. Feldman, E. V., “The Argentine Financial Crisis - 1980-1982: Some Commentaries,” Desarrollo Economico-Revista De Ciencias Sociales, Vol. 23, No. 91, pp. 449-455 (1983).
44. Feldstein, M., “Refocusing the IMF,” Foreign Affairs, Vol. 77, No. 2, pp. 20-+ (1998).
45. “Financial Regulatory Reform: A New Foundation: Rebuilding Financial Supervision and Regulation,” US Department of the Treasury, (June 17, 2009).
46. Fischer, S., “Financial Crises and Reform of the International Financial System,” Review of World Economics, Vol. 39, No. 1, pp. 1-37 (2003).
47. Flannery, M. J., and James C. M., “The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions,” Journal of Finance, Vol. 39, No. 4, pp. 1141-l153 (1984).
48. Garfield, E., “Publication Counting vs Citation Counting in Evaluating Research,” Essays of an Information Scientist, Vol. 1, pp. 179-181 (1971).
49. Garfield, E., “Citation Analysis as a Tool in Journal Evaluation,” Science, Vol. 178, No. 4060, pp. 471-479 (1972).
50. Garfield, E., “The Multiple Meaning of Impact Factors,” Journal of American Society for Information Science, Vol. 49, pp. 768 (1998).
51. Gazioglu, S., “Stock Market Returns in an Emerging Financial Market: Turkish Case Study,” Applied Economics, Vol. 40, No. 11, pp. 1363-1372 (2008).
52. Géczy, C., Minton, B. A., and Schrand, C., “Why Firms Use Currency Derivatives,” Journal of Finance, Vol. 52, No. 4, pp. 1323-1354 (1997).
53. Ghattas, E., “Lebanons Financial Crisis in 1966: Systemic Approach,” Middle East Journal, Vol. 25, No. 1, pp. 31-44 (1971).
54. Grammatikos, T., Saunders, A., and Swary, I., “Returns and Risks of U.S. Bank Foreign Currency Activities,” Journal of Finance, Vol. 41, No. 3, pp. 671-682 (1986).
55. Hahm, J. H., “Interest Rate and Exchange Rate Exposures of Banking Institutions in Pre-crisis Korea,” Applied Economics, Vol. 36, No. 13, pp. 1409-1419 (2004).
56. Harrington, S. E., “The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation,” Journal of Risk and Insurance, Vol. 76, No. 4, pp. 785-819 (2009).
57. Heck, J. L., and Cooley, P. L., “Most Frequent Contributors to the Finance Literature,” Financial Management, Vol. 17, No. 3, pp. 100-108 (1988).
58. Henthorne, T. L., LaTour, M. S., and Loraas, T., “Publication Productivity in the Three Leading US Advertising Journals: 1989 through 1996,” Journal of Advertising, Vol. 27, No. 2, pp. 53-63 (1998).
59. Horvath, J., “The May 1997 Currency Crisis in the Czech Republic,”
Post-Communist Economies, Vol. 11, No. 3, pp. 277-298 (1999).
60. Inkpen, A. C., and Beamish, P. W., “An Analysis of 25 Years of Research in the Journal of International-Business Studies,” Journal of International Business Studies, Vol. 25, No. 4, pp. 703-713 (1994).
61. Jagtiani, J., “Characteristics of Banks that are More Active in the Swap Market,” Journal of Financial Services Research 10, No.2, pp. 131-141 (1996).
62. Johnson, S., Boone, P., Breach, A., and Friedman, E., “Corporate Governance in the Asian Financial Crisis,” Journal of Financial Economics, Vol. 58, No. 1-2, pp. 141-186 (2000).
63. Johnson, S., and Mitton, T., “Cronyism and Capital Controls: Evidence from Malaysia,” Journal of Financial Economics, Vol. 67, No. 2, pp. 351-382 (2003).
64. Kaminsky, G., Lizondo, S., and Reinhart, C. M., “Leading Indicators of Currency Crises,” International Monetary Fund Staff Papers, Vol. 45, No. 1, pp. 1-48 (1998).
65. Kaminsky, G. L., and Reinhart, C. M., “The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,” American Economic Review, Vol. 89, No. 3, pp. 473-500 (1999).
66. Kane, E., and Unal, H., “Change in Market Assessments of Deposit Institution Riskiness,” Journal of Financial Services Research, Vol. 1, pp. 207-299 (1988).
67. Kim, S. H., and Koppenhaver G.. D., “An Empirical Analysis of Bank Interest Rate Swaps,” Journal of Financial Services Research, Vol. 7, pp. 57-72 (1992).
68. Klein, L. R., and Coutino, A., “The Mexican Financial Crisis of December 1994 and Lessons to be Learned,” Open Economies Review, Vol. 7, pp. 501-510 (1996).
69. Koppenhaver, G.. D., “An Empirical Analysis of Bank Hedging in Futures Markets,” Journal of Futures Market, Vol. 10, pp. 1-12 (1990).
70. Kwan, S. H., “Re-Examination of Interest-Rate Sensitivity of Commercial Bank Stock Returns Using a Random-Coefficient Model,” Journal of Financial Services Research, Vol. 5, pp. 61-76 (1991).
71. Lindsey, D., “The Scientific Publication System in Social Sciences,” Jossey-Bass, San Francisco (1978).
72. Luor, T., Johanson, R. E., Lu, H. P., and Wu, L. L., “Trends and Lacunae for Future Computer Assisted Learning (CAL) Research: An Assessment of the Literature in SSCI Journals from 1998-2006,“ Journal of the American Society for Information Science and Technology, Vol. 59, No. 8, pp. 1313-1320 (2008).
73. Lynae, M. J., and Zumwalt J. K., “An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach,” Journal of Financial and Quantitative Analysis, Vol. 15, No. 3, pp. 73l-742 (1980).
74. Madura, J., and Zarruk E. R., “Bank Exposure to Interest Rate Risk: A Global Perspective,” Journal of Financial Research, Vol. 18, pp. 1-13 (1995).
75. Martin, A. D., “Exchange Rate Exposure of the Key Financial Institutions in the Foreign Exchange Market,” International Review of Economics and Finance, Vol. 9, No. 3, pp. 267-286 (2000).
76. Martin, A. D., and Mauer L. J., “Exchange Rate Exposures of US Banks: A Cash Flow-Based Methodology,” Journal of Banking and Finance, Vol. 27, No. 5, pp. 851-865 (2003).
77. Martin, A. D., and Mauer L. J., “A Note on Common Methods Used to Estimate Foreign Exchange Exposure,” Journal of International Financial Markets, Institutions, and Money, Vol. 5, No. 2, pp. 125-140 (2005).
78. Martin, J. D., and Keown A. J., “Interest Rate Sensitivity and Portfolio Risk,” Journal of Financial and Quantitative Analysis, Vol. 12, No. 2, pp. 181-195 (1977).
79. Merton, R., and Bodie Z., “On the Management of Financial Guarantees,” Financial Management, Vol. 21, No. 4, pp. 87-109 (1992).
80. Miller, C., “Pathways through Financial Crisis: Turkey,” Global Governance, Vol. 12, No.4, pp. 449-464 (2006).
81. Milne, A., and Wood, G.., “Banking Crisis Solutions Old and New,” Federal Reserve Bank of St Louis Review, Vol. 90, pp. 517-530 (2008).
82. Mitchell, K., “Interest Rate Risk at Commercial Banks: An Empirical Investigation,” Financial Review, Vol. 24, pp. 431-455 (1989).
83. Mitton, T., “A Cross-Firm Analysis of the Impact of Corporate Governance on the East Asian Financial Crisis,” Journal of Financial Economics, Vol. 64, No. 2, pp. 215-241 (2002).
84. Moh Feng-Yuan and Lin Bing-Huei, “An Empirical Study of the Relationship Between Derivatives Use and the Financial Characteristics of Domestic Banks in Taiwan,” New Paradigms of Management, The 5th Annual Academic Conference, National Taiwan University of Science and Technology (2006).
85. Moore, W. R., “Forecasting Domestic Liquidity during a Crisis: What Works Best?” Journal of Forecasting, Vol. 26, pp. 445-455 (2007).
86. Morris, P. W. G.., and Suratgar, D., “Equity and the LDC Debt Crisis: Equity in Third-world Project Financing with Particular Reference to Build-Own-Operate Projects,” Technology in Society, Vol. 10, No. 3, pp. 353-373 (1988).
87. Muller, A., and Verschoor, W. F. C., “Foreign Exchange Risk Exposure: Survey and Suggestions,” Journal of Multinational Financial Management, Vol. 16, No. 4, pp. 385-410 (2006).
88. Nance, D.R., Smith, Clifford W. Jr., and Smithson, C. W., “On the Determinants of Corporate Hedging,” Journal of Finance, Vol. 48, No. 1, pp. 267-284 (1993).
89. Ozlale, U., and Yeldan, E., “Measuring Exchange Rate Misalignment in Turkey,” Applied Economics, Vol. 36, No. 16, pp. 1839-1849 (2004).
90. Pareto, V., “Les Crises Économiques”, in Cours D’Économie Politique, Book II, Ch. IV, Vol. II, Librairie Droz, Geneva, pp. 1896–97 (1964).
91. Park, H. G., and Chung, E. J., “The Interest Rate Sensitivity of Commercial Bank Stocks in Korea,” The Bank of Korea Economic Paper, Vol. 3, pp. 117-134 (2000).
92. Pazarbasioglu, C., “A Credit Crunch? Finland in the Aftermath of the Banking Crisis,” International Monetary Fund Staff Papers, Vol. 44, No. 3, pp. 315-327 (1997).
93. Peek, J., and Rosengren, E. S., “Implications of the Globalization of the Banking Sector: the Latin American Experience,” New England Economic Review, March, pp. 45-62 (2000).
94. Peek, Joe, and Rosengren, E. S., “Derivatives Activity at Troubled Banks,” Journal of Financial Services Research, Vol. 12, No. 2-3, pp. 287-302 (1997).
95. Podolski, T. M., “Financial Crises and the World Banking System (Book Review),” International Affairs, Vol. 63, No. 1, pp. 118-119 (1986/1987).
96. Quaglia, L., Eastwood, R., and Holmes, P., “The Financial Turmoil and EU Policy Co-operation in 2008,” JCMS-Journal of Common Market Studies, Vol. 47, pp. 63-87 (2009).
97. Radelet, S., and Sachs, J. D., “The East Asian Financial Crisis: Diagnosis, Remedies, Prospect,” Brookings Papers on Economic Activity, No. 29, pp. 1-90 (1998).
98. Roberts, J., “Financial Liberalization and the Asian Crisis (Book View),” Development Policy Review, Vol. 21, pp. 714-717 (2003).
99. Rosati, D., “Causes and Mechanism of the Financial Crisis in USA,” Ekonomista, No. 3, pp. 315-351 (2009).
100. Ross, S. A., “The Arbitrage Theory of Capital Asset Pricing,” Journal of Economic Theory, Vol. 13, No. 13, pp. 341-360 (1976).
101. Sgard, J., “Financial Crisis, Inflation and the Currency Board in Bulgaria (1991-1998): The Lessons to Draw from an Undisciplined Transition,” Revue D Etudes Comparatives Est-Ouest, Vol. 30, No. 2-3, pp. 215-235 (1999).
102. Simons, K., “Interest Rate Derivatives and Asset-Liability Management by Commercial Banks,” New England Economic Review, Federal Reserve Bank of Boston, pp. 17-28 (1995).
103. Sinkey, J. F., and Carter, D. A., “Evidence on the Financial Characteristics of Banks that Do and Do not Use Derivatives,” The Quarterly Review of Economics and Finance, Vol. 40, pp. 431-449 (2000).
104. Springer, G.. L., and Molina, J. L., “The Mexican Financial Crisis: Genesis, Impact, and Implications,” Journal of InterAmerican Studies and World Affairs, Vol. 37, No. 2, pp. 57-81 (1995).
105. Stone, B. K., “Systematic Interest Rate Risk in a Two-Index Model of Returns,” Journal of Financial and Quantitative Analysis, Vol. 9, No. 5, pp. 709-721 (1974).
106. Sweeney, R. J., and Warga A. D., “The Pricing of Interest-Rate Risk: Evidence from the Stock Market,” Journal of Finance, Vol. 41, No. 2, pp. 393-410 (1986).
107. “The Central Bank of China (Taiwan) Purposes and Functions (1992-2004),” The Central Bank of China (Taiwan), R.O.C. (October 2006).
108. “The Turner Review: A Regulatory Response to the Global Banking Crisis,” Financial Services Authority, UK, (March 2009).
109. Tickell, A., “Making a Melodrama Out of a Crisis: Reinterpreting the Collapse of Barings Bank,” Environment and Planning D-Society & Space, Vol. 14, No. 1, pp. 5-33 (1996).
110. Tobin, J., “Estimation of Relationships for Limited Dependent Variables,” Econometrica, Vol. 26, No.1, pp. 24-36 (1958).
111. Wall, L. D., “Interest Rate Swap in an Agency Theoretic Model with Uncertain Interest Rates,” Journal of Banking and Finance, Vol. 13, pp. 261-270 (1989).
112. Wall, L. D., and Pringle, John J., “Interest Rate Swaps: A Review of the Issues,” Economic Review, Federal Reserve Bank of Atlanta, pp. 22-40 (1988).
113. Wetmore, J. L., and Brick, J. R., “Commercial Bank Risk: Market, Interest Rate, and Foreign Exchange,” Journal of Financial Research, Vol. 17, No. 4, pp. 585-596 (1994).
114. Wong, T. C., Wong, J., and Leung, P., “The Foreign Exchange Exposure of Chinese Banks,” China Economic Review, Vol. 20, No. 2, pp. 174-182 (2009).
115. Yilmaz, E., and Muslumov, A., “Deposit Insurance and Moral Hazard Problem: the Case of Turkish Banking System,” Applied Economics, Vol. 40, No. 16, pp. 2147-2163 (2008).
116. Zivney, T. L., and Bertin, W. J., “Publish or Perish: What the Competition is Really Doing,” Journal of Finance, Vol. 47, No. 1, pp. 295-329 (1992).
117. Zou, S. M., “Contributions to International Advertising Research: An Assessment of the Literature between 1990 and 2002,” Journal of Advertising, Vol. 34, No. 1, pp. 99-110 (2005).
118. 莫鳳圓，「臺灣地區本國銀行使用衍生性金融商品與財務特徵之實證研究」，碩士論文，國立臺灣科技大學，台北 (2006)。