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題名:銀行住宅貸款授信品質研究--預期違約機率之應用
書刊名:明道學術論壇
作者:張鼎煥陳璦玲
作者(外文):Chang, Ting-huanChen, Ai-ling
出版日期:2017
卷期:10:3
頁次:頁1-17
主題關鍵詞:住宅貸款預期違約機率信用風險授信品質選擇權評價模型Housing loanExpected default frequencyCredit riskLending qualityOptions pricing model
原始連結:連回原系統網址new window
相關次數:
  • 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:54
  • 點閱點閱:7
期刊論文
1.陳家彬、江惠櫻、賴怡洵(20030400)。商業銀行對企業授信決策考量因素與授信品質之關係。管理評論,22(2),1-23。new window  延伸查詢new window
2.Calhoun, C. A.、Deng, Y.(2002)。A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations。The Journal of Real Estate Finance Economics,24(1/2),9-33。  new window
3.Campbell, T. S.、Dietrich, J. K.(1983)。The Determinants of Default on Insured Conventional Residential Mortgage Loans。Journal of Finance,38(5),1569-1581。  new window
4.王景南、葉錦徽、林宗漢(20110300)。臺灣房市存在價格泡沫嗎?。經濟論文,39(1),61-89。new window  延伸查詢new window
5.江百信、張金鶚(19950100)。我國購屋貸款放款條件之研究。住宅學報,3,1-20。new window  延伸查詢new window
6.Renaud, B.(2003)。Speculative Behaviour in Immature Real Estate Markets, Lessons of the 1997 Asia Financial Crisis。Urban Policy and Research,21(2),151-173。  new window
7.Guttentag, Jack、Herring, Richard(1984)。Credit Rationing and Financial Disorder。Journal of Finance,39(5),1359-1382。  new window
8.Flood, Robert P.、Hodrick, Robert J.(1986)。Asset Price Volatility, Bubbles, and Process Switching。Journal of Finance,41(4),831-842。  new window
9.Capozza, D. R.、Kazarian, D.、Thomson, T. A.(1997)。Mortgage Default in Local Markets。Real Estate Economics,25(4),631-655。  new window
10.Cunningham, D. F.、Capone, Charles A. Jr.(1990)。The Relative Termination Experience of Adjustable to Fixed-Rate Mortgages。Journal of Finance,45(5),1687-1703。  new window
11.Xiao, Q.、Tan, G. K. R.(2007)。Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles。Urban Studies,44(4),865-888。  new window
12.林左裕、林宗漢、柯俊禎(20071200)。應用存活分析於不動產抵押債權證券評價之研究。證券市場發展季刊,19(4)=76,121-153。new window  延伸查詢new window
13.林哲群、張家華(2009)。房貸違約率估計之初探。金融聯合徵信雙月刊,27,24-35。  延伸查詢new window
14.Diewert, W. E.、Alice, O. N.、Nakamura, L. I.(2009)。The housing bubble and a new approach to accounting for housing in a CPI。Journal of Housing Economics,18(3),156-171。  new window
15.Diba, B. T.、Grossman, H. I.(1988)。Rational inflationary bubbles。Journal of Monetary Economics,21(1),35-46。  new window
16.Lekkas, V.、Quigley, J. M.、Order, R. V.(1993)。Loan loss severity and optimal mortgage default。Real Estate Economics,21(4),353-371。  new window
17.Kau, J. B.、Keenan, D. C.、Kim, T.(1993)。Transaction costs, suboptimal termination and default probabilities。Real Estate Economics,21(3),247-263。  new window
18.Koh, W. T. H.、Ng, E. H. K.(2004)。Investing in real estate: mortgage financing practices and optimal holding period。International Real Estate Review,7(1),71-97。  new window
19.Krainer, J.(2003)。House price bubbles。FRBSF Economic Letter,2003(6),1-4。  new window
20.Von Furstenberg, G. M.(1969)。Default risk on FHA-insured home mortgages as a function of the terms of financing: a quantitative analysis。Journal of Finance,24(3),459-477。  new window
21.Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance,29(2),449-470。  new window
22.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
23.周建新、于鴻福、陳進財(20040400)。銀行業房貸授信風險評估因素之選擇。中華管理評論,7(2),77-103。  延伸查詢new window
24.張金鶚、陳明吉、鄧筱蓉、楊智元(20091200)。臺北市房價泡沫知多少?--房價vs.租金、房價vs.所得。住宅學報,18(2),1-22。new window  延伸查詢new window
圖書
1.Blanchard, O. J.、Fisher, S.(1989)。Lecture on Macroeconomic。Cambridge, MA:MIT Press。  new window
圖書論文
1.Berger, A. N.、Kyle, M. K.、Scalise, J. M.(2001)。Did U.S. Bank Supervisors Get Tougher During the Credit Crunch? Did They Get Easier During the Banking Boom? Did It Matter to Bank Lending?。Prudential Supervision: What Works and What Doesn't。University of Chicago Press。  new window
 
 
 
 
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