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학술저널

금융 파생상품이 기업의 Tobin’s Q Ratio에 미치는 연구

A Study on the Effect of Financial Derivatives on Tobin’s Q Ratio of the Firms

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The purpose of this study is to investigate the effect of use of financial derivative products on firm value. As for the financial derivatives, the firm used Dummy Variable (DDu: use= “DC>0”, DDn: not used=“DC=0”) as a risk avoiding measure. Proxy Variable (Tobin’s q Ratio, PVTq) for research is the dependent variable of PVTq, which is used as a general index for evaluating the value of the corporation. The independent variable is the corporate bond yield (CB), exchange rate (EX) and OLS and IV-2SLS analysis. (DDn)>Derived Dummy Unused (DDn)>Asset Profit Ratio (ROA) when the absolute value is taken into account and only the size is taken into account when analyzing the natural log (ln) (LnSIZE)>cash flow (lnCF)>financial derivative size (lnDC)>the market value of the firm (MV) In the -2SLS analysis comparison, the IV-2SLS analysis showed a smaller error and a smaller standard error than the OLS at 0.01 probability. The results of the study suggest that economic agents can fully consider the use of financial derivative instruments as a means of avoiding the risks that may arise in the course of economic fluctuations.

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