Journal of East Asian studies

Back to Top
Permalink : https://petit.lib.yamaguchi-u.ac.jp/24849
Journal of East Asian studies Volume 13
published_at 2015-03

A study of the relationship between CDS premium and information asymmetry in Japanese stock market

日本株式市場における情報非対称性とクレジット・デフォルト・スワップ・プレミアムの関連性研究
Sun Naili
fulltext
2.17 MB
D300013000002.pdf
About This Article
Descriptions
本研究は情報非対称性の代理変数が、CDS プレミアムを説明できるかどうかを検証することを目的としている。検証結果によれば、株式市場に存在する情報非対称性はCDS プレミアムに強いプラスの影響を与える。さらに、企業財務情報の発表や企業の信用力と規模の差にも関わらず、株式市場に存在する情報非対称性はCDS プレミアムに強い説明力を持つ。情報非対称性はCDS プレミアムを推定するときの追加変数として有効であると考えられる。
Creator Keywords
CDS プレミアム
情報非対称性
構造型モデル
Other Article
The quality analysis of the cultivation of top-notch undergraduates in China : taking the t-college program as a case
PP. 1 - 9
A study of the relationship between CDS premium and information asymmetry in Japanese stock market
PP. 11 - 24
The thinking on the Desi of Nakajimaatusi : concerning the formation of Siro’s insisting on himself
PP. 25 - 43
A study of career education development in Chinese university : from a perspective of quality education
PP. 45 - 73
Preliminary study on the attitude differences of“ma（a）” filler in Japanese discourse
PP. 75 - 93
A treatise on the present situation and problems of sick children's nursing care : for the construction of the sick-children's support networkby local collaboration
PP. 95 - 132
A comparative study between Chinese and Japanese hospital management method : a survey of China and Japan in 2013
PP. 133 - 155
The life-ceremony of Akashi-No-Himegimi in the Tale of Genji : the metamorphosis and transborder because of mogi
PP. 157 - 171
Market opportunities and regulations microfinance in Indonesia
PP. 173 - 194
Practical uses of TDABC in the local governments
PP. 195 - 221
The pervasion of ‘The sprit of civilization’ through the invented ‘Bushido’ in Meiji Era : the role of Inazo Nitobe and the Japanese trade company, Jitsugyo-no-Nihon-sha
PP. 223 - 245
Special issue : the report of 2014 East Asian scientific international forum “succession and exchange of East Asian traditional culture” at Yamaguchi University
PP. 247 - 285
The necessity of the translation verification studies about the Tale of Genji : as an example of waka translation by Zikai Feng, Wenyue Lin，and Jizhong Yao (reports of 2014 guest professor)
PP. 287 - 302
Invention of unique letters in Japanese and Korean female literature : focusing on Kana and Hangul letters (reports of 2014 guest professor)
PP. 303 - 305
The reform of China's local government law (reports of 2014 guest professor)
PP. 307 - 324
Rising India and Japan's expanding networks (reports of 2014 guest professor)
PP. 325 - 330
平成25年度東アジアプロジェクト研究報告
PP. 331 - 337
平成25年度東アジアプログラム研究報告
PP. 338 - 340
Rewriting with no end of In Late Style by Kenzaburo Oe
PP. 354 - 341
A study on the acceptance and dissemination of Shan Hai Ching basing on Tian Di Rui Xiang Zhi
PP. 366 - 356