回歸銀行零售業務之利差決策三議題： 協助不良銀行方案,天氣影響決策行為,和過度信心決策行為

Three Issues on Bank Interest Margin Determination in the Return to Retail Banking：Bad Bank Solution, Sunshine-Induced Mood, and Overconfidence.

周繼儒(Rosemary Jou)

指導教授 ： 林志鴻

共同指導教授 ： 李培齊(Peirchyi Lii)

淡江大學/管理學院/管理科學研究所博士班/博士(2010年)

https://doi.org/10.6846/TKU.2010.01307

摘要

本篇摘要未授權

關鍵字

銀行利差 ； 天氣影響決策 ； 過度信心決策

並列摘要

This abstract would not be displayed due to no authorization.

並列關鍵字

Bank Interest Margin ； Call Option ； Put Option ； Default Risk ； Sunny Weather ； Upbeat Mood ； CEO Overconfidence

參考文獻

Jou, R., and J. H. Lin, (2010) “A Two-Stage Call-Put-Pricing Framework for a “Bad Bank” Solution and Bank Profitability,” International Journal of Information and Management Sciences, 21, 2, forth coming.

Bai, J., and P. Perron (1998) “Estimating and Testing Linear Models with Multiple Structural Changes,” Econometrica, 66, 1, 47-78.

Becher, D. A., T. L. Campbell II, and M. B. Frye (2005) “Incentive Compensation for Bank Directors: The Impact of Deregulation,” Journal of Business, 78, 5, 423-443.

Black, F., and M. Scholes (1973) “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy, 81, 2, 637-659.

Brockman, P., and H. Turtle (2003) “A Barrier Option Framework for Corporate Security Valuation,” Journal of Financial Economics, 67, 3, 385-533.