淡江大學機構典藏:Item 987654321/58192
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    题名: The Effects of the Change of Bond Insurance Premium and Capital Regulatory Ratio on Loan and Deposit Rates: An Option-Pricing Model
    作者: Pao, Shin-heng;Lin, Jyh-horng;Chang, Shu-hui
    贡献者: 淡江大學國際企業學系
    关键词: Municipal bond;Capital-to-deposit ratio;Interest margins;Bond insurance;Elasticity;option
    日期: 2011-07
    上传时间: 2011-09-30 14:04:35 (UTC+8)
    出版者: Zographou: World Scientific and Engineering Academy and Society (W S E A S)
    摘要: We propose an option-based model that examines the relationships among municipal bonds with prepackaged insurance, capital insurance, and optimal bank interest margins. If the elasticity effect is positive (negative), then an increase in the bond insurance premium will increase the bank's optimal loan rate (optimal deposit rate). If the elasticity effect is negative (positive), then an increase in the capital-to-deposit ratio will increase (decrease) the bank's optimal loan rate. But an increase in the capital-to- deposit ratio increase the bank's optimal deposit rate under the positive elasticity effect.
    關聯: WSEAS Transactions on Mathematics 7(10), pp.219-228
    显示于类别:[國際企業學系暨研究所] 期刊論文

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