| dc.contributor.advisor | 張元晨 | zh_TW |
| dc.contributor.advisor | Chang, Yuan Chen | en_US |
| dc.contributor.author (Authors) | 楊雅靖 | zh_TW |
| dc.contributor.author (Authors) | Yang, Ya Ching | en_US |
| dc.creator (作者) | 楊雅靖 | zh_TW |
| dc.creator (作者) | Yang, Ya Ching | en_US |
| dc.date (日期) | 2009 | en_US |
| dc.date.accessioned | 8-Dec-2010 01:54:21 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 01:54:21 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 01:54:21 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097357010 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/48962 | - |
| 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) | 97357010 | zh_TW |
| dc.description (描述) | 98 | zh_TW |
| dc.description.abstract (摘要) | 本研究主要探討主貸行和參貸行之間的資訊不對稱如何影響聯貸案的定價。利用模型推導出在有資訊訊號和較低債權人保護的體制下，最適的聯貸案利率會較高；利用1982年到2009年的全球聯貸案資料進行實證，發現實證結果與理論預期一致。 | zh_TW |
| dc.description.abstract (摘要) | This paper explores how information asymmetry between lead arrangers and participant lenders affects syndicated loan pricing. The model shows that the optimal loan spread is higher in regimes with informative signal and lower creditor rights protection. Using global syndicated loan data from 1982 to 2009, I show that the empirical results are consistent with the predictions of the model. | en_US |
| dc.description.tableofcontents | 1. Introduction 12. Literature Review 63. Syndicated Loan Overview 94. The Model 155. Data and Summary Statistics 216. Empirical Results 257. Conclusion 29 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097357010 | en_US |
| dc.subject (關鍵詞) | 資訊不對稱 | zh_TW |
| dc.subject (關鍵詞) | 聯貸案 | zh_TW |
| dc.subject (關鍵詞) | Information Asymmetry | en_US |
| dc.subject (關鍵詞) | Syndicated Loan | en_US |
| dc.title (題名) | 資訊不對稱與銀行聯貸案定價的關係 | zh_TW |
| dc.title (題名) | Information asymmetry and syndicated loan pricing | en_US |
| dc.type (資料類型) | thesis | en |
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