BANK SPREAD BEHAVIOR AND DEFAULT RISK IN RESPONSE TO CAPITAL REGULATION IN MERTON, BLACK AND BLACK-MERTON STRUCTURAL FRAMEWORKS

著录项

• 来源
  《International Journal of Innovative Computing Information and Control》 |2014年第1期|211-231|共21页
• 作者

  Jyh Jiuan Lin; Rosemary Jou; Ching-Hui Chang; Wei Ming Hung;

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• 作者单位

  Department of Statistics Tamkang University No. 151, Yingzhuan Rd., Tamsui Dist., New Taipei City 25137, Taiwan;

  Department of International Business Tamkang University No. 151, Yingzhuan Rd., Tamsui Dist., New Taipei City 25137, Taiwan;

  Department of Applied Statistics and Information Science Ming Chuan University No. 5, De-Ming Rd., Gui-Shan Dist., Taoyuan County 333, Taiwan;

  Department of Management Sciences Tamkang University No. 151, Yingzhuan Rd., Tamsui Dist., New Taipei City 25137, Taiwan;

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• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  Bank spread behavior; Default risk; Capital regulation; Call option; Cap option;

  机译：银行利差行为;违约风险;资本监管;认购期权;上限选项;