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    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/50696

    题名: The Effects of Sunshine-Induced Mood on Bank lending Decisions and Default Risk: An Option-Pricing Model
    作者: 林志娟;Lin, Jyh-Jiuan;林志鴻;Lin, Jyh-horng;周繼儒;Jou, Rosemary
    贡献者: 淡江大學統計學系;淡江大學國際貿易學系;淡江大學管理科學學系
    关键词: default risk;fat tails;sunny weather;upbeat mood
    日期: 2009-06
    上传时间: 2010-08-10 15:14:27 (UTC+8)
    出版者: Athens: World Scientific and Engineering Academy and Society (WSEAS)
    摘要: Even though psychological evidence and casual intuition predict that weather may lead to changes in equity returns, little attention has been paid to these changes through asset pricing mechanisms. This paper fills this gap by examining the effects of sunny weather enhanced upbeat mood on bank spread management and default risk. An option-based model of bank spread behavior is developed to study these closely related phenomena. The model is designed to indicate the fat tails of loan repayments caused by mood effects induced by good weather. With the good mood influences on bank lending, this paper shows that sunshine is negatively correlated with the default risk in equity returns.
    關聯: WSEAS Transactions on Information Science and Applications 6(6), pp.946-955
    显示于类别:[國際企業學系暨研究所] 期刊論文


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