衍生性金融商品與公司價值之關聯性研究-縱橫門檻平滑移轉迴歸模型之應用

The Relationship Between Derivatives and Firm Value:By using panel smooth transition regression model

康玉明(Yu-Ming Kang)

指導教授 ： 聶建中

共同指導教授 ： 林建甫(Chien-Fu Lin)

淡江大學/商學院/財務金融學系碩士班/碩士(2010年)

https://doi.org/10.6846/TKU.2010.01226

摘要

本篇摘要未授權

關鍵字

縱橫平滑移轉迴歸模型 ； 衍生性金融商品 ； 公司價值

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

panel smooth transition regression models ； Derivatives ； Firm Value.

參考文獻

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Allayannis, G. and E. Ofek, (2001), “Exchange rate exposure, hedging, and the use of foreign currency derivatives,” Journal of International Money and Finance, 20(2), 273-296.

Allayannis, G. S., U. Lel and D. P. Miller, (2009), “Corporate Governance and the Hedging Premium Around the World,” Working Paper, Darden Business School, 3-10.

Altman, E. I., ( 1984), “A Further Empirical Investigation of the Bankruptcy Cost Question,” Journal of Finance, 39(4), 1067-1090.

Basu, S., L. H. , T. Mitsudome, and J. Weintrop, (2007). “Corporate governance, top executive compensation and firm performance in Japan,”Pacific-Basin Finance Journal, 15(6), 56-79.