JER, 第 10 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2005 |
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第 1 到 3 筆結果,共 23 筆
第 214 頁
... asset value is less than USD debt value if and only if Euro asset value is less than Euro debt value . Currency hedge ratios have been a key issue in international portfo- lio choice problem . Most of the previous works about the hedge ...
... asset value is less than USD debt value if and only if Euro asset value is less than Euro debt value . Currency hedge ratios have been a key issue in international portfo- lio choice problem . Most of the previous works about the hedge ...
第 215 頁
... asset - only vs. asset - liability optimizations . Mello and Parsons ( 1999 ) and Copeland and Copeland ( 1999 ) studied the impact of hedge ratios from the asset- liability perspective of a corporation . The former studied the impact ...
... asset - only vs. asset - liability optimizations . Mello and Parsons ( 1999 ) and Copeland and Copeland ( 1999 ) studied the impact of hedge ratios from the asset- liability perspective of a corporation . The former studied the impact ...
第 227 頁
... asset investment should have all debts in Euro and an ad- ditional currency overlay swap or forward contract that ... asset returns and foreign asset returns does not affect the hedge ratios for minimum probability of default . Forth ...
... asset investment should have all debts in Euro and an ad- ditional currency overlay swap or forward contract that ... asset returns and foreign asset returns does not affect the hedge ratios for minimum probability of default . Forth ...
內容
Namwon Hyung | 49 |
Changyong Rhee Optimal Travel Path | 129 |
Bent E Sorensen Nobuhiro Mori Takao Iida Makoto Okamura On | 175 |
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