JER, 第 6 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 1999 |
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第 1 到 3 筆結果,共 14 筆
第 176 頁
... setting , we define a new measure Q. " To clarify the difference between HJM and BGM , we discretize the continuous time setting model . HJM analyze the forward rate process in the following form : AfILIM = f ( t , T ) − f ( t − 1 , T ) ...
... setting , we define a new measure Q. " To clarify the difference between HJM and BGM , we discretize the continuous time setting model . HJM analyze the forward rate process in the following form : AfILIM = f ( t , T ) − f ( t − 1 , T ) ...
第 177 頁
... Setting up the Sargent ( 1979 ) type inter- est rate model in the continuous time framework , we get the following Equation system : f ( t , T ) E ( df | Et ) = k ( t ) + dt dk = σαλ ( 4 ) We solve Equation system ( 4 ) . First , we try ...
... Setting up the Sargent ( 1979 ) type inter- est rate model in the continuous time framework , we get the following Equation system : f ( t , T ) E ( df | Et ) = k ( t ) + dt dk = σαλ ( 4 ) We solve Equation system ( 4 ) . First , we try ...
第 198 頁
... setting where all states of nature are verifiable , an optimal complete insurance contract requires that net income across different states of nature be equal . In contrast , this may not be the case in an incomplete market setting ...
... setting where all states of nature are verifiable , an optimal complete insurance contract requires that net income across different states of nature be equal . In contrast , this may not be the case in an incomplete market setting ...
內容
Shahidur Rahman Sandly Sian Li Ngiang Serina | 29 |
A Difficult Tradeoff | 45 |
Manwoo Lee and Sangwhan Lho Optimal Linear Income | 59 |
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abnormal returns absolute risk aversion agents assets assume assurance problem bias-correction bootstrap bt+1 bt+2 CALIFORN capital controls changes companies competition consumers consumption decrease denoted devaluation domestic Doosan dynamic eco-friendly product eco-label Economic Research effect efficiency wage employees environmental accidents Equation estimated expected inflation financial performance firms forward rate process framework Hanyang University increase indirect forecasting indirect method individual inflation rate International Korea Korea University labor participation rate land price legislated minimum wage LG Chemical martingale process measure modified golden rule Network nexus of contracts nominal interest rate number of paddocks optimal tax optimal tax rate p-value paper PEMP percent period prediction intervals PROA PROA and PROE Pt+1 rangeland real exchange rate relationship retrenchment risk aversion SAN DIEGO short duration grazing solution speculative bubble spot rate St+1 steady structure of interest term structure test statistic unemployment rate UNIVER unskilled workers