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Finance 2019
租赁资产证券化定价影响因素实证研究
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Abstract:
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[2] | Jiang, J.X. (2008) Beating Earnings Benchmarks and the Cost of Debt. Accounting Review, 83, 377-416.
https://doi.org/10.2308/accr.2008.83.2.377 |
[3] | Guo, L. (2013) Determinants of Credit Spreads: The Role of Ambiguity and Information Uncertainty. North American Journal of Economics & Finance, 24, 279-297. https://doi.org/10.1016/j.najef.2012.10.003 |
[4] | Mason, J.R. and Rosner, J. (2007) Where Did the Risk Go? How Mi-sapplied Bond Ratings Cause Mortgage Backed Securities and Collateralized Debt Obligation Market Disruption. SSM Elec-tronic Journal, 125, 217-224.
https://doi.org/10.2139/ssrn.1027475 |
[5] | Vink, D. and Thibeault, A.E. (2008) ABS, MBS and CDO Compared: An Empirical Analysis. The Journal of Structured Finance, 14, 27-45. https://doi.org/10.3905/jsf.2008.709954 |
[6] | Ashcraft, B., Goldsmith-Pinkham, P. and Vickery, J.I. (2010) MBS Ratings and the Mortgage Credit Boom. Social Science Electronic Publishing, 1-59. https://doi.org/10.2139/ssrn.1615613 |
[7] | Fabozzi, F.J. and Vink, D. (2012) Looking Beyond Credit Ratings: Factors Investors Consider in Pricing European Asset-Backed Securities. European Financial Management, 18, 515-542.
https://doi.org/10.1111/j.1468-036X.2010.00577.x |
[8] | 王少波. 资产证券化信用评级: 国外模型方法及其借鉴化[J]. 当代经济科学, 2007, 29(6): 37-44. |
[9] | 沈红波, 廖冠民. 信用评级机构可以提供增量信息吗——基于短期融资券的实证检验[J]. 财贸经济, 2014, 35(8): 62-70. |
[10] | 侯颖哲, 憂颖. 我国资产证券化过程中信用评级问题的研究的[J]. 现代商业, 2015(23): 246-247. |
[11] | 韩鹏飞, 胡奕明. 债券增信定价的实证研究——来自中国债券市场的经验证据[J]. 投资研究, 2015, 34(2): 90-111. |
[12] | 王芳, 周红. 担保方式效应与独立审计需求——基于中国债券市场的研究[J]. 会计研究, 2015(7): 71-78. |
[13] | 钱梦佳. 我国租赁资产证券化及其定价研究[D]: [硕士学位论文]. 上海: 上海社会科学院, 2016. |
[14] | 刘曦腾, 杨大楷. 我国资产证券化产品发行利率影响因素的实证分析基于ABS和CLO信用利差差异的比较[J]. 东岳论丛, 2016, 37(11): 162-168. |