dc.contributor.advisor | 張元晨 | zh_TW |
dc.contributor.author (Authors) | 蔡依純 | zh_TW |
dc.contributor.author (Authors) | Tsai, Yi Chun | en_US |
dc.creator (作者) | 蔡依純 | zh_TW |
dc.creator (作者) | Tsai, Yi Chun | en_US |
dc.date (日期) | 2010 | en_US |
dc.date.accessioned | 12-Apr-2012 13:58:42 (UTC+8) | - |
dc.date.available | 12-Apr-2012 13:58:42 (UTC+8) | - |
dc.date.issued (上傳時間) | 12-Apr-2012 13:58:42 (UTC+8) | - |
dc.identifier (Other Identifiers) | G0098357009 | en_US |
dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/52532 | - |
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) | 98357009 | zh_TW |
dc.description (描述) | 99 | zh_TW |
dc.description.abstract (摘要) | 近年來,國際聯貸市場蓬勃發展,已為當前公司主要外部融資來源之一,許多學者亦針對國際聯貸市場的相關特性進行研究探討,本次研究將針對銀行團在國際聯貸市場上認購行為偏好進行探討,以「超額認購」該現象為例,探討銀行團進行認購決策時的關鍵因子。全球聯貸案件資料由DealScan資料庫提供,期間為1987年至2009年,利用配對樣本方式進行Logistic迴歸分析,探討造成超額認購現象的因子為何。實證結果發現,當聯貸市場有新競爭者加入,如機構投資人或是外商銀行進入該市場,造成聯貸市場上資金供給增加,因此當市場上有較好的投資案出現時,銀行即會競相進行認購,進而造成超額認購;因此,造成超額認購的主要原因來自於市場上資金供給面的變化。 | zh_TW |
dc.description.abstract (摘要) | Using a sample of global syndicated loan from 1987 to 2009, I collected data from LPC’s DealScan and Compustat database to examine which factors affect the determinants of the financial institutions’ subscription in global syndicated loan market. Using the oversubscribed syndicated loan as our sample, we test the intention of lenders’ subscription and the results show that the odds of oversubscription increased as the capital supply increased in the syndicated loan market. The primary factor for the increase of supply is when new investors, such as institutional investors or foreign banks, joined the syndicated loan market. Therefore, I find that the amount of capital supply can influence financial institutions’ subscription in the syndicated loan market. | en_US |
dc.description.tableofcontents | 第一章. 緒論 1第二章. 文獻回顧 5第一節. 文獻回顧 5第二節. 研究假說 8第三章. 研究方法 10第一節. 研究資料 10第二節. 研究方法 13第四章. 實證研究 19第一節. 單變量迴歸結果 20第二節. Logistic模型迴歸結果 21第三節. 市場競爭程度探討 23第四節. 小結 25第五章. 結論 27參考文獻 28圖表 31附錄 51 | zh_TW |
dc.language.iso | en_US | - |
dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0098357009 | en_US |
dc.subject (關鍵詞) | 聯貸市場 | zh_TW |
dc.subject (關鍵詞) | 銀行認購行為 | zh_TW |
dc.title (題名) | 銀行團認購行為偏好探討–以國際聯貸市場為例 | zh_TW |
dc.title (題名) | The determinants of the financial institutions’ subscription in global syndicated loan market | en_US |
dc.type (資料類型) | thesis | en |
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