JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 64 筆
第 38 頁
... Table 3 , similar to the probit results , the L - R statis- tic indicates that the various independent variables taken together are statistically significant determinants of the frequency of environmental accidents . Moreover , the ...
... Table 3 , similar to the probit results , the L - R statis- tic indicates that the various independent variables taken together are statistically significant determinants of the frequency of environmental accidents . Moreover , the ...
第 215 頁
Table 1. Historical Data Annual Recovery Number of Estimated Year Default Rate Rate Defaulted Systematic Obligors ... Table 2 and the expression ( 16 ) in the text . Table 2 reports ML estimates of the coefficient of correlation ( p ) ...
Table 1. Historical Data Annual Recovery Number of Estimated Year Default Rate Rate Defaulted Systematic Obligors ... Table 2 and the expression ( 16 ) in the text . Table 2 reports ML estimates of the coefficient of correlation ( p ) ...
第 234 頁
... Table 1 shows an example of the probability of default when assets are in three currencies . In Table 1 , the probabil- ity that equity to asset ratio falls below a certain level is also presented . This probability can be interpreted ...
... Table 1 shows an example of the probability of default when assets are in three currencies . In Table 1 , the probabil- ity that equity to asset ratio falls below a certain level is also presented . This probability can be interpreted ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
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analysis asset risks assumed assumption Autoregressive Basel II BEEL cash flows coefficient cointegrated composition of equity computed consumption correlation cost currency composition currency hedge debt debt-asset ratio derivatives distribution dividend downturn LGD econometric Economic effect EIA experts empirical environmental accidents equation errors exchange rate expected firm's forecasting foreign financial assets futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response increase industry interest rate swaps investment Journal Korea lagged learning-by-doing linearity lobbying activity long-horizon LSTAR model nonlinear null hypothesis p-values parameters portfolio probability of default prospect theory real estate recovery rates regime regression relative Response of STOCK risk aversion risk exposures risk management sample second period SETAR significant spillover spot price standard deviation strategic swap users systematic risk Table Teräsvirta test statistics tion transition function transition variable utility function volatility