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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\n2. 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\n3. Allen, Linda, and Saunders, Anthony, "The Large-Small Bank Dichotomy in the Federal Funds Market." Journal of Banking and Finance , 10 , 1980 .\n4. Barnea , Amir , Haugen Robert A. and Senbet Lemma W. , "Agency Problem and Financial Contracting." New Jersey : Prentice-Hall Inc. , 1985.\n5. 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\n6. Bester , Helmut "Screening vs. Rationing in Credit Markets with Imperfect Information ", The American Economics Review , 75 ,1985.\n7. Bester, Helmut The Role of Callateral in Credit Markets with Imperfect Imformation" European Economics Review , 31 , 1987\n8. 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\n9. Calem,Paul S. , " Collateral , Reputation , and the Elimination of Moral Hazard in Credit Markets."Fedral Reverse Bank of Philadelphia , 1991\n10.Chan , Yuk-Shee and Anjan V. Thakor , "Collateral and Competitive Equillibria with Moral Hazard and Private Information ," The Journal of Finance , 52 , 1987 .\n11.Diamond , Douglas W. , "Reputation Acquisition in Debt Markets ," Journal of Political Economy , 97 , 1989 .\n12.Diamond , Douglas W. ," Monitoring and Reputation The Choice of between Bank Loans and Directly Placed Debt." Journal of Political Economy , 99 , 1991\n13.Gertler " Mark , and Hubbard , R. Glrnn , "Financial Factor in Business Fluctuations." Financial Market Volatility , Federal Reverse Bank of Kansas City, 1988\n14.Guesneric , Roger and Piard , Picerre and Rey Patrik " Adverse Selection and Moral Hazard with Risk Neutarl Agents ," European Economic Review , 33 , 1988 .\n15.Hellwig , Martin "Some Recent Developement in the Theory of Compensation in Markets with Adverse Selection , European Economic Review , 31 , 1987 .\n16.Jensen , Michael C. , and Mecking William H. ," Theory of the Firm Managerial Behaviour , Agency Costs ,and Ownership Structure" Journal of Financial Economics , 3, 1976.\n17.Klein , Benjamin , and Leffler , Keith B. ," The Role of Market Forces in Assuring Contractual Performance." Journal of Political Economy , 89 , 1981.\n18.Kreps , David and Robert Wilson , "Sequential Equillibrium “ , Econometrica , 50 , 4 , 1982 .\n19.Rasmusen , Eric "Games and Information." Oxford Blackwell LTD , 1989\n20.Smith C. W. and Warner , J. B. , "On Financial Contracting Analysis of Bond Covenant" Journal of Financial Economics , 7 , 1989\n21.Smith , Jr. Clifford W. , "On the Theory of Financial Contracting." Journal of Monetary Economics , 6 , 1980\n22.Telsler , L. G. , "The Theory of Self-enforcing Agreement" Journal of Bussiness , 53, 1980\n23.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) https://ah.lib.nccu.edu.tw/item?item_id=101065-
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\n第一節 研究動機與研究目的........................ 1 \n第二節 研究問題及研究方法 ........................3\n第三節 研究架構 ........................ 6\n第四節 本文架構........................8\n第二章 文獻探討........................9\n第一節 放款市場的代理問題 ........................9\n第二節 擔保品與代理問題的關係........................14\n第三節 信譽與代理問題的關係........................19\n第三章 放款市揚中道德危險的消除........................23\n第一節 前言........................23\n第二節 模型建立........................24\n第三節 均衡分析........................29\n第四節 方案選擇及道德危險的消除........................39\n第五節 信譽效果 ........................43\n第四章 放款市場中逆選擇的消除 ........................44\n第一節 前言........................44\n第二節 模型建立........................46\n第三節 均衡分析........................50\n第四節 擔保品選擇決策與逆選擇問題的消除........................59\n第五節 信譽效果........................62\n第五章 結論與建議........................63\n參考文獻........................65zh_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\n2. 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\n3. Allen, Linda, and Saunders, Anthony, "The Large-Small Bank Dichotomy in the Federal Funds Market." Journal of Banking and Finance , 10 , 1980 .\n4. Barnea , Amir , Haugen Robert A. and Senbet Lemma W. , "Agency Problem and Financial Contracting." New Jersey : Prentice-Hall Inc. , 1985.\n5. 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\n6. Bester , Helmut "Screening vs. Rationing in Credit Markets with Imperfect Information ", The American Economics Review , 75 ,1985.\n7. Bester, Helmut The Role of Callateral in Credit Markets with Imperfect Imformation" European Economics Review , 31 , 1987\n8. 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\n9. Calem,Paul S. , " Collateral , Reputation , and the Elimination of Moral Hazard in Credit Markets."Fedral Reverse Bank of Philadelphia , 1991\n10.Chan , Yuk-Shee and Anjan V. Thakor , "Collateral and Competitive Equillibria with Moral Hazard and Private Information ," The Journal of Finance , 52 , 1987 .\n11.Diamond , Douglas W. , "Reputation Acquisition in Debt Markets ," Journal of Political Economy , 97 , 1989 .\n12.Diamond , Douglas W. ," Monitoring and Reputation The Choice of between Bank Loans and Directly Placed Debt." Journal of Political Economy , 99 , 1991\n13.Gertler " Mark , and Hubbard , R. Glrnn , "Financial Factor in Business Fluctuations." Financial Market Volatility , Federal Reverse Bank of Kansas City, 1988\n14.Guesneric , Roger and Piard , Picerre and Rey Patrik " Adverse Selection and Moral Hazard with Risk Neutarl Agents ," European Economic Review , 33 , 1988 .\n15.Hellwig , Martin "Some Recent Developement in the Theory of Compensation in Markets with Adverse Selection , European Economic Review , 31 , 1987 .\n16.Jensen , Michael C. , and Mecking William H. ," Theory of the Firm Managerial Behaviour , Agency Costs ,and Ownership Structure" Journal of Financial Economics , 3, 1976.\n17.Klein , Benjamin , and Leffler , Keith B. ," The Role of Market Forces in Assuring Contractual Performance." Journal of Political Economy , 89 , 1981.\n18.Kreps , David and Robert Wilson , "Sequential Equillibrium “ , Econometrica , 50 , 4 , 1982 .\n19.Rasmusen , Eric "Games and Information." Oxford Blackwell LTD , 1989\n20.Smith C. W. and Warner , J. B. , "On Financial Contracting Analysis of Bond Covenant" Journal of Financial Economics , 7 , 1989\n21.Smith , Jr. Clifford W. , "On the Theory of Financial Contracting." Journal of Monetary Economics , 6 , 1980\n22.Telsler , L. G. , "The Theory of Self-enforcing Agreement" Journal of Bussiness , 53, 1980\n23.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