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題名:利率衍生性商品、風險曝露水準與公司績效
書刊名:經濟論文
作者:劉憓諠許永明 引用關係王綺楓 引用關係
作者(外文):Liu, Hui-hsuanShiu, Yung-mingWang, Chi-feng
出版日期:2017
卷期:45:3
頁次:頁351-383
主題關鍵詞:利率衍生性商品風險曝露水準公司績效Interest rate derivativesInterest rate risk exposurePerformance
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(2) 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:2
  • 共同引用共同引用:0
  • 點閱點閱:6
期刊論文
1.Brewer, E. III、Carson, J. M.、Elyasiani, E.、Mansur, I.、Scott, W. L.(2007)。Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Model。Journal of Risk and Insurance,74(2),401-423。  new window
2.Bessembinder, Hendrik(1991)。Forward contracts and firm value: Investment incentive and contracting effect。Journal of Financial and Quantitative Analysis,26,519-532。  new window
3.Hoyt, R. E.(1989)。Use of Financial Futures by Life Insurers。Journal of Risk and Insurance,56(4),740-749。  new window
4.Jin, Yanbo、Jorion, Philippe(2006)。Firm value and hedging: Evidence from U.S. oil and gas producers。Journal of Finance,61(2),893-919。  new window
5.Carter, David A.、Rogers, Daniel A.、Simkins, Betty J.(2006)。Does Hedging Affect Firm Value? Evidence from the US Airline Industry。Financial Management,35(1),53-86。  new window
6.Elango, B.、Ma, Y. L.、Pope, N.(2008)。An investigation into the diversification-performance relationship in the U.S. property-liability insurance industry。Journal of Risk and Insurance,75(3),567-591。  new window
7.Amit, R.、Livnat, J.(1988)。Diversification and the Risk-Return Trade-Off。Academy of Management Journal,31(1),154-166。  new window
8.Yong, Hue Hwa Au、Faff, Robert、Chalmers, Keryn(2009)。Derivative Activities and Asia-Pacific Banks' Interest Rate and Exchange Rate Exposures。Journal of International Financial Markets, Institutions and Money,19(1),16-32。  new window
9.Hentschel, Ludger、Kothari, S. P.(2001)。Are corporations reducing or taking risks with derivatives?。Journal of Financial and Quantitative Analysis,36(1),93-118。  new window
10.Flannery, M. J.、James, C. M.(1984)。The effect of interest rate changes on the common stock returns of financial institutions。The Journal of Finance,39(4),1141-1153。  new window
11.Graham, John R.、Rogers, Daniel A.(2002)。Do Firms Hedge in Response to Tax Incentives?。Journal of Finance,57(2),815-839。  new window
12.Venkatachalam, M.(1996)。Value-relevance of banks derivatives disclosures。Journal of Accounting and Economics,22,327-355。  new window
13.Guay, W. R.、Kothari, S. P.(2003)。How much do firms hedge with derivatives?。Journal of Financial Economics,70(3),423-461。  new window
14.Cummins, J. D.、Phillips, R. D.、Smith, S. D.(1997)。Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers。The North American Actuarial Journal,1,13-49。  new window
15.Berkman, H.、Bradbury, M. E.(1996)。Empirical Evidence on the Corporate Use of Derivatives。Financial Management,25(2),5-13。  new window
16.Géczy, Christopher C.、Minton, Bernadette A.、Schrand, Catherine M.(1997)。Why Firms Use Currency Derivatives?。Journal of Finance,52(4),1323-1354。  new window
17.Tufano, P.(1996)。Who Manage Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry。Journal of Finance,51(4),1097-1137。  new window
18.Galloway, T. M.、Lee, W. B.、Roden, D. M.(1997)。Bank's changing incentives and opportunities for risk taking。Journal of Banking and Finance,21,509-527。  new window
19.Browne, M. J.、Carson, J. M.、Hoyt, R. E.(2001)。Dynamic financial models of life insurers。North American Actuarial Journal,5,11-26。  new window
20.Bartram, Söhnke M.、Brown, Gregory W.、Conrad, Jennifer(2011)。The Effects of Derivatives on Firm Risk and Value。Journal of Financial and Quantitative Analysis,46(4),967-999。  new window
21.Hirtle, Beverly J.(1997)。Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure。Journal of Financial Services Research,12,243-266。  new window
22.Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1993)。Risk Management: Coordinating Corporate Investment and Financing Policies。Journal of Finance,48(5),1629-1658。  new window
23.Warner, Jerold B.(1977)。Bankruptcy Costs: Some Evidence。Journal of Finance,32(2),337-347。  new window
24.Nguyen, H.、Faff, R.(2003)。Can the use of foreign currency derivatives explain variations in foreign exchange exposure? Evidence from Australian companies。Journal of Multinational Financial Management,13,193-215。  new window
25.Simons, K.(1995)。Interest Rate Derivatives and Asset-Liability Management by Commercial Banks。New England Economic Review, Federal Reserve Bank of Boston,1,17-28。  new window
26.Koski, J. L.、Pontiff, J.(1999)。How are Derivatives Used? Evidence from the Mutual Fund Industry。Journal of Finance,54(2),791-816。  new window
27.Sinkey, J. F.、Carter, D. A.(2000)。Evidence on the Financial Characteristics of Banks that do and do not Use Derivatives。The Quarterly Review of Economics and Finance,40,431-449。  new window
28.Shiu, Y. M.(2011)。What Motivates Insurers to Use Derivatives: Evidence from the United Kingdom Life Insurance Industry。Geneva Papers on Risk and Insurance--Issues and Practice,36,186-196。  new window
29.Aretz, K.、Bartram, S. M.(2010)。Corporate Hedging and Shareholder Value。Journal of Financial Research,33(4),317-371。  new window
30.Bali, T. G.、Hume, S. R.、Martell, T. F.(2007)。A New Look at Hedging with Derivatives: Will Firms Reduce Market Risk Exposure?。Journal of Futures Markets,27,1053-1083。  new window
31.Bohnert, A.、Gatzert, N.、Jørgensen, P. L.(2015)。On the Management of Life Insurance Company Risk by Strategic Choice of Product Mix, Investment Strategy and Surplus Appropriation Schemes。Insurance: Mathematics & Economics,60,83-97。  new window
32.Guay, W. R.(1999)。The Impact of Derivatives on Firm Risk: An Empirical Examination of New Derivatives Users。Journal of Accounting and Economics,26(1),319-351。  new window
33.Modigliani, F.、Miller, M. H.(1976)。The Cost of Capital, Corporation Finance, and the Theory of Investment。American Economic Review,1,261-297。  new window
34.Nelson, J. M.、Moffitt, J. S.、Graves, J. A.(2005)。The Impact of Hedging on the Market Value of Equity。Journal of Corporate Finance,11,851-881。  new window
35.Pottier, S. W.、Sommer, D. W.(1999)。Property-Liability Insurer Financial Strength Ratings: Differences across Rating Agencies。Journal of Risk and Insurance,66,621-642。  new window
36.Raturi, M.(20040104)。The Use of Derivatives by US Insurers。Derivatives Week。  new window
37.Shiu, Y.(2010)。Derivative Hedging and Insurer Solvency: Evidence from Taiwan。Geneva Papers on Risk and Insurance-Issues and Practices,35,469-483。  new window
38.Singh, A.(2009)。The Interest Rate Exposure of Lodging Firms。International Journal of Hospitality Management,28,135-143。  new window
39.Smith, Clifford W.、Stulz, René M.(1985)。The determinants of firms' hedging policies。Journal of Financial and Quantitative Analysis,20(4),391-405。  new window
40.Colquitt, L. L.、Hoyt, R. E.(1997)。Determinants of Corporate Hedging Behavior: Evidence from the Life Insurance Industry。Journal of Risk and Insurance,64(4),649-671。  new window
41.Mayers, David、Smifh, Clifferd W. Jr.(1982)。On the corporate demand for insurance。Journal of Business,55(2),281-296。  new window
42.Allayannis, George、Weston, James P.(2001)。The Use of Foreign Currency Derivatives and Firm Market Value。The Review of Financial Studies,14(1),243-276。  new window
43.Nance, Deana R.、Smith, Clifford W. Jr.、Smithson, Charles W.(1993)。On the determinants of corporate hedging。Journal of Finance,48(1),267-284。  new window
44.Jonon, Philippe(1991)。The Pricing of Exchange Rate Risk in the Stock Market。Journal of Financial & Quantitative Analysis,26(3),363-376。  new window
研究報告
1.Shiu, Y.、Liu, H.(2013)。Interest Rate Derivatives and Risk Exposure。Department of Risk Management and Insurance, National Chengchi University。  new window
圖書
1.Wooldridge, Jeffrey M.(2013)。Introductory Econometrics: A Modern Approach。South-Western Cengage Learning。  new window
2.Gujarati, Damodar N.(1995)。Basic Econometrics。McGraw-Hill。  new window
 
 
 
 
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