教師資料查詢 | 類別: 期刊論文 | 教師: 林志鴻 Jyh-horng Lin (瀏覽個人網頁)

標題:The Effects of the Change of Bond Insurance Premium and Capital Regulatory Ratio on Loan and Deposit Rates: An Option-Pricing Model
學年99
學期2
出版(發表)日期2011/07/01
作品名稱The Effects of the Change of Bond Insurance Premium and Capital Regulatory Ratio on Loan and Deposit Rates: An Option-Pricing Model
作品名稱(其他語言)
著者Pao, Shin-heng; Lin, Jyh-horng; Chang, Shu-hui
單位淡江大學國際企業學系
出版者Zographou: World Scientific and Engineering Academy and Society (W S E A S)
著錄名稱、卷期、頁數WSEAS Transactions on Mathematics 7(10), pp.219-228
摘要We propose an option-based model that examines the relationships among municipal bonds with prepackaged insurance, capital insurance, and optimal bank interest margins. If the elasticity effect is positive (negative), then an increase in the bond insurance premium will increase the bank's optimal loan rate (optimal deposit rate). If the elasticity effect is negative (positive), then an increase in the capital-to-deposit ratio will increase (decrease) the bank's optimal loan rate. But an increase in the capital-to- deposit ratio increase the bank's optimal deposit rate under the positive elasticity effect.
關鍵字Municipal bond;Capital-to-deposit ratio;Interest margins;Bond insurance;Elasticity;option
語言英文
ISSN1109-2769; 2224-2880
期刊性質國外
收錄於EI
產學合作
通訊作者Chang, Shu-hui
審稿制度
國別希臘
公開徵稿
出版型式紙本
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