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題名:A Discrete Random Effects Logit Model of the Determinants of Asset-Backed Securitization
書刊名:財務金融學刊
作者:沈仰斌邱麗卿 引用關係盧秋玲 引用關係
作者(外文):Shen, Yang-pinChiu, Li-chingLu, Chiu-ling
出版日期:2008
卷期:16:2
頁次:頁69-100
主題關鍵詞:資產證券化訊號發射代理理論自由現金流量離散隨機效果Logit模型Asset-backed securitizationInformation signalingAgency theoryFree cash flowDiscrete random effects logit model
原始連結:連回原系統網址new window
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  • 點閱點閱:22
期刊論文
1.Donahoo, K. K.、Shaffer, S.(1991)。Capital Requirements and the Securitization Decision。Quarterly Review of Economics and Business,31(4),13-23。  new window
2.Thomas, H.(2001)。Effects of Asset Securitization on Seller Claimants。Journal of Financial Intermediation,10,306-330。  new window
3.Dierkens, N.(1991)。Information Asymmetry and Equity Issues。Journal of Financial and Quantitative Analysis,26,181-199。  new window
4.Sharpe, S. A.、Nguyen, H. H.(1995)。Capital Market Imperfections and the Incentive to Lease。Journal of Financial Economics,39(2/3),271-294。  new window
5.Géczy, Christopher C.、Minton, Bernadette A.、Schrand, Catherine M.(1997)。Why Firms Use Currency Derivatives?。Journal of Finance,52(4),1323-1354。  new window
6.James, Christopher(1988)。The Use of Loan Sales and Standby Letters of Credit by Commercial Banks。Journal of Monetary Economics,22(3),395-422。  new window
7.Stanton, Sonya Williams(199807)。The Underinvestment Problem and Patterns in Bank Lending。Journal of Financial Intermediation,7(3),293-326。  new window
8.Miller, M. H.(1986)。Finavcial Innovation: The last Twenty Years and the Next。Journal of Financial and Quantitative Analysis,21,459-471。  new window
9.Houston, Joel F.、James, Christopher M.(2001)。Do Relationships have Limits? Banking Relationships, Financial Constraints, and Investment。Journal of Business,74(3),347-374。  new window
10.Opler, T.、Titman, S.(1993)。The Determinants of Leveraged Buyout Activity: Free Cash Flow vs. Financial Distress Costs。Journal of Finance,48(5),1985-1999。  new window
11.Jensen, Michael C.(1986)。Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers。The American Economic Review,76(2),323-329。  new window
12.Jensen, Michael C.、Meckling, William H.(1976)。Theory of the firm: Managerial behavior, agency costs and ownership structure。Journal of Financial Economics,3(4),305-360。  new window
13.Blackwell, D. W.、Marr, M. W.、Spivey, M. F.、Blackwell, D.、Marr, M.、Spivey, M.(1990)。Shelf Registration and the Reduced Due Diligence Argument: Implications of the Underwriter Certification and the Implicit Insurance Hypotheses。Journal of Financial and Quantitative Analysis,25,245-259。  new window
14.Bryan, L. J.(1988)。Structured Securitized Credit: A Superior Technology for Lending。Journal of Applied Corporate Finance,1,6-19。  new window
15.Benston, G. J.(1992)。The Future of Asset Securitization: The Benefits and Costs of Breaking up the Bank。Journal of Applied Corporate Finance,5,71-82。  new window
16.Thomas, H.(1999)。A Preliminary Look at Gains from Asset Securitization。Journal of International Financial Markets, Institutions & Money,9,321-333。  new window
17.Hill, C. A.(1997)。Securitization: A Low Cost Sweetener for Lemons。Journal of Applied Corporate Finance,10,64-71。  new window
18.Greenbaum, S. I.、Thakor, J. V.(1987)。Banking Funding Modes: Securitization versus Deposits。Journal of Banking & Finance,11,379-401。  new window
19.Benveniste, L. M.、Berger, A. N.(1987)。Securitization with Recourse: An Instrument that Offers Uninsured Bank Depositors Sequential Claims。Journal of Banking & Finance,11,403-424。  new window
20.Lockwood, L. J.、Rutherford, R. C.、Herrera, M. J.(1996)。Wealth Effects of Asset Securitization。Journal of Banking & Finance,20,151-164。  new window
21.Fan, G. Z.、Ong, S. E.、Sing, T. F.(2006)。Moral Hazard, Effort Sensitivity and Compensation in Asset-backed Securitization。Journal of Real Estate Finance and Economic,32,229-251。  new window
22.Iacobucci, E. M.、Winter, R. A.(2005)。Asset Securitization and Asymmetric Information。Journal of Legal Studies,34,161-206。  new window
23.Pennacchi, G. G.(1988)。Loan Sales and the Cost of Bank Capital。Journal of Finance,43,375-396。  new window
24.Chamberlain, G.(1980)。Analysis of Covariance with Qualitative Data。Review of Economic Studies,47,225-238。  new window
25.Boot, W. A. Arnoud、Thakor, A. V.(1993)。Security Design。Journal of Finance,48,1349-1378。  new window
26.Oldfield, G.(1997)。The Economics of Structured Finance。Journal of Fixed Income,92-99。  new window
會議論文
1.Skarabot, J.(2001)。Asset Securitization and Optimal Asset Structure of the Firm。0。  new window
研究報告
1.Dionne, G.、Harchaoui, T. M.(2003)。Banks' Capital, Securitization and Credit Risk: Empirical Evidence for Canada。0。  new window
2.Minton, B.、Opler, T.、Stanton, S.(1997)。Asset Securitization among Industrial Firms。0。  new window
3.Martel, J.、Mokrane, M.(2002)。Bank Financing Strategies, Diversification and Securitization。0。  new window
圖書
1.Wooldridge, Jeffrey M.(2002)。Econometric Analysis of Cross Section and Panel Data。Cambridge, Massachusetts:MIT Press。  new window
2.Zweig, P. L.(1989)。The Asset Securitization Handbook, Dow Jones and Company。The Asset Securitization Handbook, Dow Jones and Company。Homewood, IL。  new window
3.Singer, D.(2001)。Market Innovation in Securitization and Structured Finance。Accessing Capital Markets through Securitization。Pennsylvania, USA。  new window
4.Johnson, S. A.(2001)。To Securitize or Not?。Accessing Capital Markets through Securitization。Pennsylvania, USA。  new window
5.Blum, L.、DiAngelo, C.(1998)。Structuring Efficient Asset Backed Transactions。Issuer Perspectives on Securitization。Pennsylvania, USA。  new window
6.Roever, A. W.(1998)。The Joy of Securitization: Understanding Securitization and Its Appeal。Issuer Perspectives on Securitization。Pennsylvania, USA。  new window
7.Kuhn, R. L.(1990)。Securitization Techniques for Non-Mortgage Assets。Mortgage and Asset Securitization。Homewood, IL。  new window
8.Berger, A.、Udell, G.(1993)。Securitization, Risk and the Liquidity Problem in Banking。Structural Change in Banking。Homewood, IL。  new window
9.Rosenthal, J. A.、Ocampo, J.(1988)。Securitization of Credit。Securitization of Credit。New York, NY。  new window
10.Schwarcz, S. L.(2002)。Structured Finance: A Guide to the Principles of Asset Securitization。Structured Finance: A Guide to the Principles of Asset Securitization。New York, NY。  new window
圖書論文
1.Kendall, Leon T.(1997)。Securitization: A New Era in American Finance。A Primer on Securitization。Cambridge:MIT Press。  new window
2.Ranieri, Lewis R.(1997)。The Origins of Securitization, Sources of Its Growth, and its Future Potential。A Primer on Securitization。Cambridge:MIT Press。  new window
 
 
 
 
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