摘要 : We use a two-stage option-based model to study how Asymmetric information, capital requirements, loan commitment rate and the optimal loan rate relate to one another under an uncertain loan loss source. This model shows that there... 展开
作者 | Jyh-Horng Lin Peirchyi Lii Chuen-Ping Chang |
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作者单位 | |
期刊名称 | 《Journal of Information & Optimization Sciences》 |
页码/总页数 | p.143-163 / 21 |
语种/中图分类号 | 英语 / O29 |
关键词 | banking asymmetric information capital requirement loan commitment |
馆藏号 | O-096 |