JER, 第 6-7 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2001 |
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第 180 頁
... bond price at time t with time to maturity T excluding a speculative bubble , P ( t , 7 ) the discount bond price in the speculative bubble , f ( t , 7 ) the forward rate in the presence of a speculative bubble ( BGM notation ) , f ( t ...
... bond price at time t with time to maturity T excluding a speculative bubble , P ( t , 7 ) the discount bond price in the speculative bubble , f ( t , 7 ) the forward rate in the presence of a speculative bubble ( BGM notation ) , f ( t ...
第 188 頁
... bond price pro- cess in the presence of a speculative bubble can be re - expressed as r ( t ) + n ' ( t ) x ( t ) − Î ( t , T ) The drift term of the evolution of a zero coupon bond process in the presence of a speculative bubble has ...
... bond price pro- cess in the presence of a speculative bubble can be re - expressed as r ( t ) + n ' ( t ) x ( t ) − Î ( t , T ) The drift term of the evolution of a zero coupon bond process in the presence of a speculative bubble has ...
第 194 頁
... Bond pricing and the term struc- ture of the interest rates : A discrete time approximation , " Journal of Financial and Quantitative Analysis 4 , 1990 , 419–440 . Heath D. , R. Jarrow and A. Morton , " Bond pricing and the term struc ...
... Bond pricing and the term struc- ture of the interest rates : A discrete time approximation , " Journal of Financial and Quantitative Analysis 4 , 1990 , 419–440 . Heath D. , R. Jarrow and A. Morton , " Bond pricing and the term struc ...
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Shahidur Rahman Sandly Sian Li Ngiang Serina | 29 |
in collaboration with Hanyang Economic Research Institute | 131 |
J4351 | |
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aggregate risk sharing Alog(c analysis assets assume bt+1 capital controls capital stock carved-out IPOs coefficient compliance constraint consumption denotes devaluation Doosan eco-label Economic Research effect efficiency wage elasticity empirical endowment enforcement environmental investments Equation equilibrium estimated exchange rate expected Əzi firms forecasts forward rate process Hanyang University households human capital increase input inspections interest rate IPOs Journal of Economic knowledge capital Korea Korea University labor income measure Monopolistic competition negative number of paddocks optimal order conditions output p-value paper parameters percent period plant prediction intervals problem Pt+1 R&D spillover rangeland rate of return regions and industries regression regulator regulatory risk aversion risk sharing sample Seoul National University shocks short duration grazing significant social rate solution speculative bubble Statistics steady Table tax rates tion trading day underpricing underwriters unemployment rate variables zero