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1Dissertation/ Thesis
المؤلفون: 許家晟, Hsu, Chia-Chen
المساهمون: 江彌修, Chiang, Mi-Hsiu
مصطلحات موضوعية: 信用風險, 違約距離, 碳排放, 巴黎氣候協定, 氣候政策監管, Climate Change, Credit Risk, Paris Agreement, Distance to Default, Carbin Footprint
وصف الملف: 1455920 bytes; application/pdf
Relation: 中文參考文獻\n詹場、黃照鈜、邱建嘉、柯文乾(2021)。強制出具企業社會責任報告書對流動 性及風險之影響。會計評論，第 72 期，35-82。\n英文參考文獻\nBattiston, S., Mandel, A., Monasterolo, I., Schütze, F., Visentin, G. (2017). A climate stresstest of the financial system. Nature Climate Change, 7 (4): 283-288.\nBauer, R., Hann, D. (2010). Corporate environmental management and credit risk. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1660470.\nBecker, M.G., Martin, F., Walter, A. (2022). The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors. Finance Research Letters, 47(B).\nBento, N., Borello, M., Gianfrate, G. (2020). Market-pull policies to promote renew- able energy: a quantitative assessment of tendering implementation. Journal of Cleaner Produtcion 248, 119209 https://doi.org/10.1016/j.jclepro.2019.119209. ISSN 0959- 6526.\nBento, N., Gianfrate, G. (2020). Determinants of internal carbon pricing. Energy Policy 143C, 111499. https://doi.org/10.2139/ssrn.1660470.\nBharath, S.T., Shumway, T. (2008). Forecasting default with the Merton distance to default model. The Review of Financial Studies, Vol.21 (3), 1339-1369.\nBrockman, O., Turtle, H.J. (2003). A barrier option framework for corporate security valuation. Journal of Financial Economics, Vol.67 (3), 511-529.\nBreeden, S. (2019). Avoiding the storm: Climate change and the financial system. https://www.bankofengland.co.uk\nBusch, T., Johnson, M., Pioch, T., Kopp, M. (2018). Consistency of Corporate Carbon Emission Data. University of Hamburg/WWF Deutschland, Hamburg.\nCard and Krueger (1994). Comment on David Neumark and William Wascher, “Employment Effects of Minimum and Subminimum Wages: Panel Data on State Minimum Wage Laws”. Industrial and Labor Relations Review, 47(3).\nChapple, L., Clarkson, P. M., & Gold, D. L. (2013). The cost of carbon: Capital market effects of the proposed emission trading scheme (ETS). Abacus, 49(1),1–33.\nChava. (2014). Environmental externalities and cost of capital. Management Science 60 (9) https://doi.org/10.1287/mnsc.2013.1863.\nChen, Y. C., Hung, M., Wang, Y. (2018). The effect of mandatory CSR disclosure on firm profitability and social externalities: Evidence from China. Journal of Accounting and Economics, 65(1):169-190.\nChen, Z., Xie, G. (2022). ESG disclosure and financial performance: Moderating role of ESG investors. International Review of Financial Analysis. 83 https://doi.org/10.1016/j.irfa.2022.102291.\nde Greiff, K., Delis, M., Ongena, S. (2018). Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. CEPR Discussion Papers.\nGianfrate, G., Lorenzato, G. (2019). Stimulating non-bank financial institutions’ participation in green investments. In: Sachs, J., Woo, W., Yoshino, N., Taghi- zadeh-Hesary, F. (Eds.), Handbook of Green Finance. Sustainable Development. Springer, Singapore.\nGianfrate, G., Peri, M. (2019). The green advantage: exploring the convenience of issuing green bonds. Journal Cleaner Production, 219 https://doi.org/10.1016/ j.jclepro.2019.02.022.\nGinglinger, E., Quentin, M. (2019). “Climate risk and capital structure”. Universite’ paris-dauphine research paper No. 3327185. Available at: SSRN. https://ssrn. com/abstract1⁄43327185.\nHoepner, A.G.F., Nilsson, M.A. (2017). No News Is Good News: Corporate Social Re- sponsibility Ratings and Fixed Income Portfolios. Working Paper.\nIlhan, Emirhan, Sautner, Zacharias, Vilkov, Grigory, March 4, 2020. Carbon tail risk. Available at: SSRN. https://ssrn.com/abstract1⁄43204420. https://doi.org/10. 2139/ssrn.3204420.\nKleimeier, Stefanie, Viehs, Michael, January 7 (2018). Carbon disclosure, emission levels, and the cost of debt. Available at: SSRN.\nhttps://ssrn.com/ abstract1⁄42719665. https://doi.org/10.2139/ssrn.2719665.\nKrueger, P., Sautner, Z., Starks, L.T. (2019). “The Importance of Climate Risks for\nInstitutional Investors”, Review of Financial Studies (forthcoming).\nMartins, H.C. (2022). Competition and ESG practices in emerging markets: Evidence\nfrom a difference-in-differences model. Finance Research Letters, 46(A). Merton, R. (1974). On the pricing of corporate debt: the risk structure of interest rates.\nJournal of Finance, 28 (2):449-470.\nMonasterolo, I., de Angelis, L. (2019). Blind to carbon risk? An analysis of stock market’s reaction to the Paris agreement. Available at: SSRN. https://ssrn.com/ abstract1⁄43298298.\nOikonomou, I., Brooks, C., Pavelin, S. (2014). The effects of corporate social perfor- mance on the cost of corporate debt and credit ratings. Financial Review 49, 49- 75.\nSaka, C., Oshika, T. (2014). Disclosure effects, carbon emissions and corporate value. Sustainability Accounting, Management and Policy Journal, 5 (1):22-45.\nTudela, M., Young, G. (2005). A merton-model approach to assessing the default risk OF UK public companies”. International Journal of Theoretical and Applied Finance, 8 (6):737-761. https://doi.org/10.1142/S0219024905003256, 2005.\nZeitun, R., Tian, G., Keen, K. (2007). Default Probability for the Jordanian Companies: a Test of Cash Flow Theory. Faculty of Commerce - Papers Archive.\nZmijewski, M.E. (1984). Methodological issues related to the estimation of financial distress prediction models. Journal of Accounting Research, 22:59-82.; G0110352016; https://nccur.lib.nccu.edu.tw//handle/140.119/145860; https://nccur.lib.nccu.edu.tw/bitstream/140.119/145860/1/201601.pdf
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2Academic Journal
Relation: 统计与决策,2017,(30):179-182; https://dspace.xmu.edu.cn/handle/2288/162287
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3Academic Journal
المؤلفون: 许屹
المساهمون: 北京大学经济学院,北京,100871
المصدر: 万方 ; 知网 ; http://d.g.wanfangdata.com.cn/Periodical_jsjjyglyj201708016.aspx
Relation: 技术经济与管理研究. 2017, 79-83.; 1897498; http://hdl.handle.net/20.500.11897/463940
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4Dissertation/ Thesis
المؤلفون: 饒宇軒, Jao, Yu-Hsuan
المساهمون: 廖四郎, Liao, Szu-Lang
مصطلحات موضوعية: 倒傳遞類神經網路模型, 信用評等, KMV模型, 違約距離, Back propagation neural network model, Credit rating, KMV model, Distance to default, manag, eco
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5Dissertation/ Thesis
المؤلفون: 蔡华宝
المساهمون: 陈灯塔
مصطلحات موضوعية: 国有企业, KMV模型, 违约距离, State-owned enterprise, KMV model, Default distance
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6Dissertation/ Thesis
المؤلفون: 周恒
المساهمون: 陈珍珍
مصطلحات موضوعية: 信用风险, 量化管理, KMV模型, 违约距离, Credit Risk, Measurement and Management, KMV, Default-distance
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7Dissertation/ Thesis
المؤلفون: 蔡华宝
المساهمون: 陈灯塔
مصطلحات موضوعية: 国有企业, KMV模型, 违约距离, State-owned enterprise, KMV model, Default distance
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8Dissertation/ Thesis
المؤلفون: 張碧娟, Chang, Bi-Juan
المساهمون: 管理學院: 國際企業學研究所, 指導教授: 洪茂蔚, 張碧娟, Chang, Bi-Juan
مصطلحات موضوعية: 股票指數期貨, 轉倉效果, 到期日效果, 違約距離模型, 稀有性羅吉斯模型, stock index futures (SIF), rollover effect, expiration day effect, distance to default model (DTD), rare event logit model (REL), manag, eco
Time: 68
Relation: http://ntur.lib.ntu.edu.tw/bitstream/246246/274752/1/ntu-104-D95724014-1.pdf; http://ntur.lib.ntu.edu.tw/handle/246246/274752
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9Dissertation/ Thesis
المؤلفون: 张鑫
المساهمون: 郭晔
مصطلحات موضوعية: KMV模型, 极端违约距离, GARCH（1，1）, KMV Model, Extreme Default Distance, GARCH(1,1)
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10Dissertation/ Thesis
المؤلفون: 陳喬治, Chen, George Albert, 李漢星
المساهمون: 財務金融研究所
مصطلحات موضوعية: 動能, 波動率偏離, 違約距離, 市場區隔, momentum, volatility smirk, distance-to-default, Market segmentation, manag, eco
Relation: http://hdl.handle.net/11536/74916
الاتاحة: http://hdl.handle.net/11536/74916
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11
المؤلفون: 許可達, 王安平, 王言, 嚴宗銘, Hsu, Ker-Tah, Wang, An-Ping, Wang, Yale, Yan, Tzung-Ming
المساهمون: 國立臺中教育大學國際企業學系, 保險金融管理系, 財務金融管理系
مصطلحات موضوعية: 財務危機, 違約距離, 系統風險, financial distress, default distance, systematic risk
Relation: 朝陽商管評論 12(2), p. 1-32; Chaoyang Business and Management Review 12(2), p. 1-32; http://ir.lib.cyut.edu.tw:8080/handle/310901800/15215; http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/15215/-1/1.財務危機、違約指標、違約距離與系統風險.pdf
الاتاحة: http://ir.lib.cyut.edu.tw:8080/handle/310901800/15215
http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/15215/-1/1.財務危機、違約指標、違約距離與系統風險.pdf -
12
المؤلفون: 張維芝, Chang, Wei-Chih
المساهمون: 楊東曉, Tung-Hsiao Yang, 中興大學, 李超雄, 李建強
مصطلحات موضوعية: chief financial officer, 財務長, unvoluntary turnover, voluntary turnover, distance to default, the performance of company, 非自願性異動, 自願性異動, 違約距離, 公司績效, manag, eco
Relation: http://hdl.handle.net/11455/23279
الاتاحة: http://hdl.handle.net/11455/23279
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13Dissertation/ Thesis
المؤلفون: 邱于庭, Chiu, Yu-Ting
المساهمون: 戴維芯, 管理學院:財務金融學系
مصطلحات موضوعية: 私募股權, 違約風險, 違約距離, 宣告效果, private placement equity, default risk, distance to default, announcement effect, manag, eco
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14Dissertation/ Thesis
المؤلفون: 陳韋宏
مصطلحات موضوعية: 修正KMV模型, ROC曲線, K-S檢定, 違約距離, Logistic迴歸模型, Logistic Regression, ROC Curve, K-S Test, Distance to Default, Modified KMV Model
Relation: http://ir.lib.ntust.edu.tw/handle/987654321/22575; http://ir.lib.ntust.edu.tw/bitstream/987654321/22575/-1/index.html
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15
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16Dissertation/ Thesis
المؤلفون: 郭閔豪, Kuo, Min-Hao, 許元春, 王克陸, Sheu, Yuan-Chung, Wang, Keh-luh
المساهمون: 應用數學系所
مصطلحات موضوعية: 信用違約交換, 系統風險, 違約距離, 等級體系模型, Credit default swaps, systemic risk, distance to default, hierarchical model
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17Dissertation/ Thesis
المؤلفون: 王禎蔚, Wang, Jen-Way
المساهمون: 保險金融管理系碩士班, 嚴宗銘, Tung-Ming Yan
مصطلحات موضوعية: 系統風險, 違約距離, 財務危機, Zmijewski Score, Z-Score, Merton model, Systematic Risk, Financial Distress, Default Distance
وصف الملف: 529955 bytes; application/octet-stream
Relation: 098CYUT5218010; http://ir.lib.cyut.edu.tw:8080/handle/310901800/30207; http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/30207/1/098CYUT5218010-001.zip
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18Dissertation/ Thesis
المؤلفون: 邱凯
المساهمون: 江曙霞
مصطلحات موضوعية: 市场约束, 次级债, 违约距离, Market Discipline, Subordinate Debt, Distance to Default
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19
المؤلفون: Duan, Chang-wen, Hung, Ken
المساهمون: 淡江大學財務金融學系
وصف الملف: 23215017 bytes; application/pdf
Relation: 金融學季刊 5(1), p.85-111; http://jrxjk.cbpt.cnki.net/WKD/WebPublication/index.aspx?mid=jrxjk; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/50693; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/50693/1/金融學季刊5(1)p85-111.pdf; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/50693/-1/index.html
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20Dissertation/ Thesis
المؤلفون: 卓靜怡, Juo, Ching-Yi, 鍾惠民, Chung, Hui-Min
المساهمون: 管理學院財務金融學程
مصطلحات موضوعية: 建築業違約機率, 違約距離, 信用評分, 選擇權評價, 群內分析法, 檢定力曲線, Distance to Default, Credit Scoring, Option Pricing, Intra-Cohort, eco, manag
Relation: http://hdl.handle.net/11536/46396
الاتاحة: http://hdl.handle.net/11536/46396