Stock Price Multi-factor Model with Credit Risk--Empirical Evidence from Japanese Banks
碩士 === 國立政治大學 === 金融學系 === 88 === Banks are financial intermediate institutions in the business of earning profits which is generated by borrowing short term funds from depositors and, in turn, making loans to others. This causes a problem of duration mismatch, therefore, interest rate innovation wi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96897574982245185117 |