dc.contributor.advisor | 張元晨 | zh_TW |
dc.contributor.author (Authors) | 李孟芳 | zh_TW |
dc.creator (作者) | 李孟芳 | zh_TW |
dc.date (日期) | 2009 | en_US |
dc.date.accessioned | 8-Dec-2010 01:54:19 (UTC+8) | - |
dc.date.available | 8-Dec-2010 01:54:19 (UTC+8) | - |
dc.date.issued (上傳時間) | 8-Dec-2010 01:54:19 (UTC+8) | - |
dc.identifier (Other Identifiers) | G0097357007 | en_US |
dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/48960 | - |
dc.description (描述) | 碩士 | zh_TW |
dc.description (描述) | 國立政治大學 | zh_TW |
dc.description (描述) | 財務管理研究所 | zh_TW |
dc.description (描述) | 97357007 | zh_TW |
dc.description (描述) | 98 | zh_TW |
dc.description.abstract (摘要) | 本研究之目的在於了解全球聯貸案利率如何受到供需模型之影響;本研究樣本包含1982至2009年來自63個國家超過二萬三仟筆聯貸案。研究結果顯示,供給方力量將導致聯貸案利率偏低,然而於機構投資者參與比率越高之國家存在價格偏離模型預測之情況;而上述之負向效果於財務受限愈嚴重或未來投資機會愈低之借款公司將愈加顯著。 | zh_TW |
dc.description.abstract (摘要) | Using a sample of more than 23,000 syndicated tranches to borrowers from 63 countries for the 1982-2009 period, we test the influence of the supply and demand side effects on loan spread. Our results show that supply side effect leads to a significant lower spread, but in some countries with higher appetite of institutional investors, such as U.S. and Spain, these results do not hold. We find that the negative effect above mentioned on spread will be significant for firms whose original loan spread is much higher; i.e., firms with serious financial constraint or low investment opportunity. | en_US |
dc.description.tableofcontents | ABSTRACT 1.Introduction 2.Literature Review 3.Background of supply side proxy 4.Data and Sample statistics 5.Methodology and Hypotheses 6.Empirical Results 7.Conclusion Literature Review Figures,Tables and Appendix | zh_TW |
dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097357007 | en_US |
dc.subject (關鍵詞) | 聯貸案 | zh_TW |
dc.subject (關鍵詞) | 供需 | zh_TW |
dc.subject (關鍵詞) | syndicated loan | en_US |
dc.subject (關鍵詞) | market technical | en_US |
dc.title (題名) | 供需模型對借款利率之影響:以全球聯貸案為例 | zh_TW |
dc.title (題名) | The Effects of Market Technical on Loan Spread : Evidence From Global Syndicated Loans | en_US |
dc.type (資料類型) | thesis | en |
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