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題名:The Impact of CDS Trading on the Cost of Bank Loan
書刊名:中山管理評論
作者:何耕宇蕭育仁 引用關係黃馨儀 引用關係
作者(外文):Ho, Keng-yuHsiao, Yu-jenHuang, Sin-yi
出版日期:2016
卷期:24:2
頁次:頁291-322
主題關鍵詞:信用違約交換貸款利率流動性Credit default swapsLoan spreadLiquidity
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:4
期刊論文
1.Acharya, V. V.、Johnson, T. C.(2007)。Insider Trading in Credit Derivatives。Journal of Financial Economics,84(1),110-141。  new window
2.Berger, A. N.、Udell, G. F.(1992)。Some Evidence on the Empirical Significance of Credit Rationing。Journal of Political Economy,100(5),1047-1077。  new window
3.Bharath, S.、Dahiya, S.、Saunders, A.、Srinivasan, A.(2007)。So What Do I Get? The Bank's View of Lending Relationships。Journal of Financial Economics,85(2),368-419。  new window
4.Minton, Bernadette A.、Stulz, René、Williamson, Rohan(2009)。How Much Do Banks Use Credit Derivatives to Hedge Loans?。Journal of Financial Services Research,35(1),1-31。  new window
5.Duffee, G. R.、Zhou, C.(2001)。Credit derivatives in banking: Useful tools for managing risk?。Journal of Monetary Economics,48(1),25-54。  new window
6.Hirtle, B.(2009)。Credit derivatives and bank credit supply。Journal of financial intermediation,18(2),125-150。  new window
7.Norden, L.、Wagner, W.(2008)。Credit derivatives and loan pricing。Journal of Banking and Finance,32(12),2560-2569。  new window
8.Baba, N.、Inada, M.(2009)。Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets。Journal of International Financial Markets, Institutions and Money,19(4),616-632。  new window
9.Ashcraft, A. B.、Santos, J. A. C.(2009)。Has the CDS market lowered the cost of corporate debt?。Journal of Monetary Economics,56(4),514-523。  new window
10.Blanco, R.、Brennan, S.、Marsh, I.(2005)。An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps。Journal of Finance,60(5),2255-2281。  new window
11.Chava, Sudheer、Roberts, Michael R.(2008)。How does financing impact investment? The role of debt covenants。Journal of Finance,63(5),2085-2121。  new window
12.Chui, M.、Domanski, D.、Kugler, P.、Shek, J.(201009)。The collapse of international bank finance during the crisis: evidence from syndicated loan markets。BIS Quarterly Review,2010(September),39-49。  new window
13.Chen, H. C.、Ho, K. Y.、Weng, P. S.(2013)。IPO Underwriting and Subsequent lending。Journal of Banking and Finance,37(12),5208-5219。  new window
14.Hale, G. B.、Santos, J. A. C.(2009)。Do banks price their informational monopoly?。Journal of Financial Economics,93(2),185-206。  new window
15.Guner, A. B.(2006)。Loan Sales and the Cost of Corporate Borrowing。Review of Financial Studies,19(2),687-716。  new window
16.Drucker, S.、Puri, M.(2005)。On the benefits of concurrent lending and underwriting。Journal of Finance,60(6),2763-2799。  new window
17.Ivashina, V.(2009)。Asymmetric information effects on loan spreads。Journal of Financial Economics,92(2),300-319。  new window
18.Hull, J.、Predescu, M.、White, A.(2004)。The relationship between credit default swap, bond yields, and credit rating announcements。Journal of Banking and Finance,28(11),2789-2811。  new window
19.Ivanov, I. T.、Santos, J. A. C.、Vo, T.(2015)。The Transformation of banking: Trying loan interests to borrowers' CDS spreads。Journal of Corporate Finance,38,150-165。  new window
20.Parlour, C. A.、Winton, A.(2013)。Laying off credit risk: Loan sales versus credit default swap。Journal of Financial Economics,107(1),25-45。  new window
21.Santos, J. A. C.、Winton, A.(2008)。Bank loans, bonds and information monopolies across the business cycle。Journal of Finance,63(3),1315-1359。  new window
22.Saretto, A.、Tookes, H.(2013)。Corporate leverage, debt maturity and credit supply: the role of credit default swaps。Review of Financial Studies,26(5),1190-1247。  new window
23.Zhu, Hai-Bin(2006)。An empirical comparison of credit spreads between the bond market and the credit default swap market。Journal of Financial Services Research,29(3),211-235。  new window
24.Subrahmanyam, M.、Tang, D. Y.、Wang, S. Q.(2014)。Does the tail wag the dog? The effects of credit default swaps on credit risk。The Review of Financial Studies,27(10),2927-2960。  new window
25.Shim, I.、Zhu, H.(2014)。The Impact of CDS trading on the bond market: Evidence from Asia。Journal of Banking and Finance,40(1),460-475。  new window
26.Thomas, H.、Wang, Z.(2004)。The Integration of Bank Syndicated Loan and Junk Bond Markets。Journal of Banking and Finance,28(2),299-329。  new window
27.Allen, Franklin、Carletti, Elena(2006)。Credit risk transfer and contagion。Journal of Monetary Economics,53(1),89-111。  new window
28.Heckman, James Joseph(1979)。Sample Selection Bias as a Specification Error。Econometrica: Journal of the Econometric Society,47(1),153-162。  new window
研究報告
1.Duffie, D.(2008)。Innovations in credit risk transfer: implications for financial stability。Bank for International Settlements。  new window
2.Shan, S. C.、Tang, D. Y.、Yan, H.(2014)。The Effects of Credit Default Swaps on Bank Capital, Lending, Risk and Return。University of South Carolina。  new window
 
 
 
 
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