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題名 銀行放款市場中信譽及擔保品功能之研究 : 賽局理論觀點
作者 周恆志
ZHOU, HENG-ZHI
貢獻者 劉維琪
周恆志
ZHOU, HENG-ZHI
日期 1992
1991
上傳時間 2-May-2016 15:13:48 (UTC+8)
參考文獻 1. 姜堯民 不對稱資訊下銀行放款契約訂定之研究 政大企管所碩士論文 民國七十九年六月
2. 俞海琴 資訊不對稱下本國銀行放款市場之研究政大企管所博士論文 民國八十一年一月
3. Allen, Linda, and Saunders, Anthony, "The Large-Small Bank Dichotomy in the Federal Funds Market." Journal of Banking and Finance , 10 , 1980 .
4. Barnea , Amir , Haugen Robert A. and Senbet Lemma W. , "Agency Problem and Financial Contracting." New Jersey : Prentice-Hall Inc. , 1985.
5. Besanko , David , and Thakor , Anjan V. ," Collateral and Rationing Sorting Equillibria in Monopolistic and Competitive Credit Markets with Imperfect Information." International Economic Review , 28, 1987
6. Bester , Helmut "Screening vs. Rationing in Credit Markets with Imperfect Information ", The American Economics Review , 75 ,1985.
7. Bester, Helmut The Role of Callateral in Credit Markets with Imperfect Imformation" European Economics Review , 31 , 1987
8. Boot , Around W. A. and Thakor V. and Udell , Gergory F.,"Secured Lending and Default Risk :Equillibrium Analysis Policy Implications and Empirical Results" , Economic Journal , 101 , 1991
9. Calem,Paul S. , " Collateral , Reputation , and the Elimination of Moral Hazard in Credit Markets."Fedral Reverse Bank of Philadelphia , 1991
10.Chan , Yuk-Shee and Anjan V. Thakor , "Collateral and Competitive Equillibria with Moral Hazard and Private Information ," The Journal of Finance , 52 , 1987 .
11.Diamond , Douglas W. , "Reputation Acquisition in Debt Markets ," Journal of Political Economy , 97 , 1989 .
12.Diamond , Douglas W. ," Monitoring and Reputation The Choice of between Bank Loans and Directly Placed Debt." Journal of Political Economy , 99 , 1991
13.Gertler " Mark , and Hubbard , R. Glrnn , "Financial Factor in Business Fluctuations." Financial Market Volatility , Federal Reverse Bank of Kansas City, 1988
14.Guesneric , Roger and Piard , Picerre and Rey Patrik " Adverse Selection and Moral Hazard with Risk Neutarl Agents ," European Economic Review , 33 , 1988 .
15.Hellwig , Martin "Some Recent Developement in the Theory of Compensation in Markets with Adverse Selection , European Economic Review , 31 , 1987 .
16.Jensen , Michael C. , and Mecking William H. ," Theory of the Firm Managerial Behaviour , Agency Costs ,and Ownership Structure" Journal of Financial Economics , 3, 1976.
17.Klein , Benjamin , and Leffler , Keith B. ," The Role of Market Forces in Assuring Contractual Performance." Journal of Political Economy , 89 , 1981.
18.Kreps , David and Robert Wilson , "Sequential Equillibrium “ , Econometrica , 50 , 4 , 1982 .
19.Rasmusen , Eric "Games and Information." Oxford Blackwell LTD , 1989
20.Smith C. W. and Warner , J. B. , "On Financial Contracting Analysis of Bond Covenant" Journal of Financial Economics , 7 , 1989
21.Smith , Jr. Clifford W. , "On the Theory of Financial Contracting." Journal of Monetary Economics , 6 , 1980
22.Telsler , L. G. , "The Theory of Self-enforcing Agreement" Journal of Bussiness , 53, 1980
23.Wilson , Robert, "Reputation in Games and Markets." in Game Theoretic Models of Bargaining , edited by Alvin , E. Roth , University of Pittsburgh , Cambridge University Press , 1985.
描述 碩士
國立政治大學
企業管理學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002004489
資料類型 thesis
dc.contributor.advisor 劉維琪zh_TW
dc.contributor.author (Authors) 周恆志zh_TW
dc.contributor.author (Authors) ZHOU, HENG-ZHIen_US
dc.creator (作者) 周恆志zh_TW
dc.creator (作者) ZHOU, HENG-ZHIen_US
dc.date (日期) 1992en_US
dc.date (日期) 1991en_US
dc.date.accessioned 2-May-2016 15:13:48 (UTC+8)-
dc.date.available 2-May-2016 15:13:48 (UTC+8)-
dc.date.issued (上傳時間) 2-May-2016 15:13:48 (UTC+8)-
dc.identifier (Other Identifiers) B2002004489en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/89148-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 企業管理學系zh_TW
dc.description.tableofcontents 第一章 緒論 ........................ 1
第一節 研究動機與研究目的........................ 1
第二節 研究問題及研究方法 ........................3
第三節 研究架構 ........................ 6
第四節 本文架構........................8
第二章 文獻探討........................9
第一節 放款市場的代理問題 ........................9
第二節 擔保品與代理問題的關係........................14
第三節 信譽與代理問題的關係........................19
第三章 放款市揚中道德危險的消除........................23
第一節 前言........................23
第二節 模型建立........................24
第三節 均衡分析........................29
第四節 方案選擇及道德危險的消除........................39
第五節 信譽效果 ........................43
第四章 放款市場中逆選擇的消除 ........................44
第一節 前言........................44
第二節 模型建立........................46
第三節 均衡分析........................50
第四節 擔保品選擇決策與逆選擇問題的消除........................59
第五節 信譽效果........................62
第五章 結論與建議........................63
參考文獻........................65		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002004489en_US
dc.title (題名) 銀行放款市場中信譽及擔保品功能之研究 : 賽局理論觀點zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 1. 姜堯民 不對稱資訊下銀行放款契約訂定之研究 政大企管所碩士論文 民國七十九年六月
2. 俞海琴 資訊不對稱下本國銀行放款市場之研究政大企管所博士論文 民國八十一年一月
3. Allen, Linda, and Saunders, Anthony, "The Large-Small Bank Dichotomy in the Federal Funds Market." Journal of Banking and Finance , 10 , 1980 .
4. Barnea , Amir , Haugen Robert A. and Senbet Lemma W. , "Agency Problem and Financial Contracting." New Jersey : Prentice-Hall Inc. , 1985.
5. Besanko , David , and Thakor , Anjan V. ," Collateral and Rationing Sorting Equillibria in Monopolistic and Competitive Credit Markets with Imperfect Information." International Economic Review , 28, 1987
6. Bester , Helmut "Screening vs. Rationing in Credit Markets with Imperfect Information ", The American Economics Review , 75 ,1985.
7. Bester, Helmut The Role of Callateral in Credit Markets with Imperfect Imformation" European Economics Review , 31 , 1987
8. Boot , Around W. A. and Thakor V. and Udell , Gergory F.,"Secured Lending and Default Risk :Equillibrium Analysis Policy Implications and Empirical Results" , Economic Journal , 101 , 1991
9. Calem,Paul S. , " Collateral , Reputation , and the Elimination of Moral Hazard in Credit Markets."Fedral Reverse Bank of Philadelphia , 1991
10.Chan , Yuk-Shee and Anjan V. Thakor , "Collateral and Competitive Equillibria with Moral Hazard and Private Information ," The Journal of Finance , 52 , 1987 .
11.Diamond , Douglas W. , "Reputation Acquisition in Debt Markets ," Journal of Political Economy , 97 , 1989 .
12.Diamond , Douglas W. ," Monitoring and Reputation The Choice of between Bank Loans and Directly Placed Debt." Journal of Political Economy , 99 , 1991
13.Gertler " Mark , and Hubbard , R. Glrnn , "Financial Factor in Business Fluctuations." Financial Market Volatility , Federal Reverse Bank of Kansas City, 1988
14.Guesneric , Roger and Piard , Picerre and Rey Patrik " Adverse Selection and Moral Hazard with Risk Neutarl Agents ," European Economic Review , 33 , 1988 .
15.Hellwig , Martin "Some Recent Developement in the Theory of Compensation in Markets with Adverse Selection , European Economic Review , 31 , 1987 .
16.Jensen , Michael C. , and Mecking William H. ," Theory of the Firm Managerial Behaviour , Agency Costs ,and Ownership Structure" Journal of Financial Economics , 3, 1976.
17.Klein , Benjamin , and Leffler , Keith B. ," The Role of Market Forces in Assuring Contractual Performance." Journal of Political Economy , 89 , 1981.
18.Kreps , David and Robert Wilson , "Sequential Equillibrium “ , Econometrica , 50 , 4 , 1982 .
19.Rasmusen , Eric "Games and Information." Oxford Blackwell LTD , 1989
20.Smith C. W. and Warner , J. B. , "On Financial Contracting Analysis of Bond Covenant" Journal of Financial Economics , 7 , 1989
21.Smith , Jr. Clifford W. , "On the Theory of Financial Contracting." Journal of Monetary Economics , 6 , 1980
22.Telsler , L. G. , "The Theory of Self-enforcing Agreement" Journal of Bussiness , 53, 1980
23.Wilson , Robert, "Reputation in Games and Markets." in Game Theoretic Models of Bargaining , edited by Alvin , E. Roth , University of Pittsburgh , Cambridge University Press , 1985.		zh_TW