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NTU Management Review Vol. 33 No. 2 Aug. 2023

VIF 1.0907 1.9250 2.8280 1.9762 1.2146 3.9975 1.4437 2.7559 1.3258 1.8099 1.6840 1.4629 1.8807 1.1320 1.2792 1.7941 4.5638

Column (3) Y =LONG_ SPREAD p-value 0.1087 0.0476 0.0004 0.3173 0.0001 0.3055 0.0289 0.0158 0.9733 0.3936 0.6195 0.7874 0.4632 0.3391 0.7616 0.1242 0.0698 0.2938

Coefficient (t-value) 1.4538 (1.6058) -0.2278** (-1.9843) -0.0691*** (-3.5262) -0.0019 (-1.0007) -0.1685*** (-3.8540) -0.0002 (-1.0255) -0.0762** (-2.1885) 0.0057** (2.4201) 0.0002 (0.0335) 0.0010 (0.8536) -0.0267 (-0.4968) -0.0023 (-0.2698) -0.0492 (-0.7340) -0.0260 (-0.9566) 0.0275 (0.3035) 0.1016 (1.5393) 0.0425* (1.8159) -9.4468 (-1.0506) Included 770 12.6762***

VIF 1.0815 2.0684 2.7934 1.6260 1.1625 4.5236 1.5988 2.1968 1.2615 1.5029 1.5015 1.5852 1.4175 1.2159 1.1856 2.0148 4.6822

Y=RATE_SPREAD Column (2) Y=MEDIUM_ SPREAD p-value 0.0117 0.0138 0.1417 0.0645 0.0000 0.0043 0.0104 0.0028 0.9159 0.6393 0.2317 0.0142 0.0026 0.0485 0.7728 0.0476 0.2058 0.7684

Coefficient (t-value) 2.0751** (2.5257) -0.2621** (-2.4668) 0.0292 (1.4702) -0.0030* (-1.8500) -0.1492*** (-4.6523) -0.0006*** (-2.8570) -0.0843** (-2.5649) 0.0061*** (2.9968) -0.0006 (-0.1056) -0.0004 (-0.4688) -0.0706 (-1.1966) -0.0233** (-2.4566) -0.2143*** (-3.0154) -0.0332** (-1.9745) -0.0232 (-0.2888) 0.1058** (1.9825) 0.0294 (1.2658) -2.5878 (-0.2946) Included

VIF 1.0469 1.9413 2.9007 1.7767 1.2560 3.9919 1.3878 2.3802 1.3769 1.5412 1.7731 1.5816 1.6720 1.1149 1.1551 1.9754 5.4934
Panel B 總統大選政治獻金捐贈與否對公股銀行長短期貸款利率之影響

Column (1) Y=SHORT_SPREAD p-value 0.0000 0.7361 0.6429 0.8292 0.0001 0.0196 0.0006 0.0000 0.6397 0.0000 0.0000 0.0006 0.0000 0.0000 0.0000 0.0000 0.8272 0.1142

Coefficient (t-value) 1.5982*** (4.8134) -0.0217 (-0.3371) 0.0039 (0.4637) 0.0002 (0.2158) -0.0638*** (-3.9303) -0.0002** (-2.3347) -0.0572*** (-3.4537) 0.0056*** (5.5526) -0.0012 (-0.4682) -0.0027*** (-4.7658) 0.1287*** (4.7357) -0.0138*** (-3.4326) -0.1452*** (-4.5737) -0.0808*** (-9.4400) 0.1425*** (10.3618) 0.1822*** (7.4324) -0.0021 (-0.2183) -6.4575 (-1.5799) In

INTERCEPT DO CGI COLL(%) ZSCO ICR SIZE LEV(%) ROA(%) GROW(%) TOBIN RD(%) DIV AMT DAYS COLLATERAL IMR_DO IMR_SL Session & Industry indicators Sample size F-stat. p-value Adjusted R 2

199