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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 廖咸興 | zh_TW |
| dc.contributor.advisor | Hsien-Hsing Liao | en |
| dc.contributor.author | 方思涵 | zh_TW |
| dc.contributor.author | Sih-Han Fang | en |
| dc.date.accessioned | 2024-05-27T16:07:56Z | - |
| dc.date.available | 2024-05-28 | - |
| dc.date.copyright | 2024-05-27 | - |
| dc.date.issued | 2024 | - |
| dc.date.submitted | 2024-05-04 | - |
| dc.identifier.citation | 郭慧如. (2015). 資訊不對稱的不確定性與公司債利差 (Doctoral dissertation).
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/92646 | - |
| dc.description.abstract | 本研究主要檢驗總體資訊不確定性對公司信用風險之影響，同時也檢驗投資對公司信用風險之影響。採用1991年至2022年的美國公司資料進行分析，並使用經濟政策不確定性（EPU）、貨幣政策不確定性（MPU）與地緣政治風險（GPR）三項指數計算各公司的總體資訊不確定性，實證結果發現在控制個體資訊不確定性與公司特徵後，投資與總體資訊不確定性均與公司信用風險呈顯著正向關係。 | zh_TW |
| dc.description.abstract | This study aims to examine the impact of macro information uncertainty on firm credit risk, while also investigating the influence of investment on firm credit risk. Analyzing data from U.S. companies from 1991 to 2022, economic policy uncertainty (EPU), monetary policy uncertainty (MPU), and geopolitical risk (GPR) indexes are used to calculate the macro information uncertainty of each firm. Empirical results reveal that, after controlling for micro information uncertainty and firm characteristics, both investment and macro information uncertainty exhibit a significant positive relationship with firm credit risk. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2024-05-27T16:07:56Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2024-05-27T16:07:56Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | 中文摘要 i
英文摘要 ii 圖 次 iii 表 次 iv 第一章 緒論 1 1.1. 研究背景與動機 1 1.2. 研究目的 2 1.3. 研究貢獻 2 1.4. 研究概述 2 第二章 文獻回顧 4 2.1. 信用風險影響因素：資訊不完全、資訊不確定性與資訊不對稱 4 2.2. 各種衡量總體不確定性的指標回顧 6 2.3. 總體資訊不確定性與公司信用風險之關聯 8 第三章 研究方法 10 3.1. 研究範圍 10 3.2. 研究假說 10 3.3. 研究方法 12 第四章 研究實證結果 16 4.1. 敘述統計量 16 4.2. 假說一、公司投資和公司信用風險呈正向關係 16 4.3. 假說二、總體資訊不確定對公司信用風險影響不定 16 4.4. 假說二補充實證結果 18 4.5. 其他實證結果：探討投資不可逆性對公司信用風險影響 20 第五章 結論 24 參考文獻 25 | - |
| dc.language.iso | zh_TW | - |
| dc.subject | 信用風險 | zh_TW |
| dc.subject | 資訊不確定性 | zh_TW |
| dc.subject | 地緣政治風險 | zh_TW |
| dc.subject | 貨幣政策不確定性 | zh_TW |
| dc.subject | 經濟政策不確定性 | zh_TW |
| dc.subject | Economic Policy Uncertainty | en |
| dc.subject | Monetary Policy Uncertainty | en |
| dc.subject | Geopolitical Risk | en |
| dc.subject | Credit Risk | en |
| dc.subject | Information Uncertainty | en |
| dc.title | 總體資訊不確定性與公司信用風險 | zh_TW |
| dc.title | Macro Information Uncertainty and Firm Credit Risk | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 112-2 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 陳宗岡;盧嘉梧 | zh_TW |
| dc.contributor.oralexamcommittee | Tsung-Kang Chen;Chia-Wu Lu | en |
| dc.subject.keyword | 資訊不確定性,信用風險,經濟政策不確定性,貨幣政策不確定性,地緣政治風險, | zh_TW |
| dc.subject.keyword | Information Uncertainty,Credit Risk,Economic Policy Uncertainty,Monetary Policy Uncertainty,Geopolitical Risk, | en |
| dc.relation.page | 43 | - |
| dc.identifier.doi | 10.6342/NTU202400932 | - |
| dc.rights.note | 同意授權(全球公開) | - |
| dc.date.accepted | 2024-05-06 | - |
| dc.contributor.author-college | 管理學院 | - |
| dc.contributor.author-dept | 財務金融學系 | - |
| 顯示於系所單位： | 財務金融學系 | |
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|---|---|---|---|
| ntu-112-2.pdf | 1.49 MB | Adobe PDF | 檢視/開啟 |
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