JER, 第 10 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2005 |
搜尋書籍內容
第 1 到 3 筆結果,共 14 筆
第 217 頁
2.2 Assumptions on exchange rates and local currency asset returns Assume that the current exchange rate is el = $ 1 , and el can be- come $ 1.5 , $ 1.4 , $ 1.2 , $ 1 , $ 0.8 , $ 0.6 , or $ 0.5 with the probabilities of 10 % , 13 % , 15 ...
2.2 Assumptions on exchange rates and local currency asset returns Assume that the current exchange rate is el = $ 1 , and el can be- come $ 1.5 , $ 1.4 , $ 1.2 , $ 1 , $ 0.8 , $ 0.6 , or $ 0.5 with the probabilities of 10 % , 13 % , 15 ...
第 218 頁
... exchange rate is realized as the value in the first column . In calculating the probability of de- fault , asset returns are assumed to be normally distributed with mean 1 and standard deviation 0.3 . Exchange Rates ( A ) Probability of ...
... exchange rate is realized as the value in the first column . In calculating the probability of de- fault , asset returns are assumed to be normally distributed with mean 1 and standard deviation 0.3 . Exchange Rates ( A ) Probability of ...
第 227 頁
... currency composition of equity becomes one when foreign assets are exactly matched with foreign debts in their expected amount terms . In estimating the expected amounts , exchange rate is set as forward rate . This result implies that ...
... currency composition of equity becomes one when foreign assets are exactly matched with foreign debts in their expected amount terms . In estimating the expected amounts , exchange rate is set as forward rate . This result implies that ...
內容
Namwon Hyung | 49 |
Changyong Rhee Optimal Travel Path | 129 |
Bent E Sorensen Nobuhiro Mori Takao Iida Makoto Okamura On | 175 |
5 個其他區段未顯示
其他版本 - 查看全部
常見字詞
A-company analysis assume assumption average banker best technology bond indentures bond markets bootstrap bootstrap critical values Burundi c₁ CALIFORNIA candidates capita central bank Chaebol coefficients cointegration contract corporate bonds correlation currency composition debts developing countries distribution drug dummy effect entrepreneurs equations equilibrium equity variance exchange rate expected expenditure firm follows function GARCH Granger causality growth rate Hanyang University hedge ratio households incentive income increase indenture trustee inflation target Institute Journal of Economics Korea lenders Ln(GNP log-normal distribution low-income Malaysia Mauritania mid-size cars misperceived benefits monitoring cost Nash equilibrium negative oligopoly optimal output p-value paper period prior crisis probability of default profit regression rental cars resale values route SAN DIEGO Saving and Growth saving ratio Seasonality significant Standard Indenture Table tax policy tax rates tax ratio tion unofficial economy variables volatility voters Wald tests zero