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 16 筆
第 214 頁
... hedge ratios have been a key issue in international portfo- lio choice problem . Most of the previous works about the hedge ratios focused on the asset side only . Eaker and Grant ( 1990 ) and Adler and Simon ( 1986 ) supported a full ...
... hedge ratios have been a key issue in international portfo- lio choice problem . Most of the previous works about the hedge ratios focused on the asset side only . Eaker and Grant ( 1990 ) and Adler and Simon ( 1986 ) supported a full ...
第 215 頁
... hedge ratios on the probability of default from the perspective of liq- uidity value . They characterized their optimal hedge ratio as the ratio that could maximize the firm's liquidity when liquidity is most needed . The latter studied ...
... hedge ratios on the probability of default from the perspective of liq- uidity value . They characterized their optimal hedge ratio as the ratio that could maximize the firm's liquidity when liquidity is most needed . The latter studied ...
第 227 頁
... hedge ratio for minimum eq- uity variance , the hedge ratio for minimum probability of default varies according to the currency composition of assets . Third , the correlation between domestic asset returns and foreign asset returns ...
... hedge ratio for minimum eq- uity variance , the hedge ratio for minimum probability of default varies according to the currency composition of assets . Third , the correlation between domestic asset returns and foreign asset returns ...
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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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