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 70 筆
第 129 頁
... analysis is the first study which presents both theoretical and quantitative analysis of the small open economy , Korea . This analysis suggests that capacity utilization and the shocks to investment provide a meaningful explanation for ...
... analysis is the first study which presents both theoretical and quantitative analysis of the small open economy , Korea . This analysis suggests that capacity utilization and the shocks to investment provide a meaningful explanation for ...
第 150 頁
... analysis can show the magnitude of the macroeconomic effects from the shock that the qualitative analysis of section 3 cannot provide . For impulse response analysis , we utilize the linear policy function de- rived from the ...
... analysis can show the magnitude of the macroeconomic effects from the shock that the qualitative analysis of section 3 cannot provide . For impulse response analysis , we utilize the linear policy function de- rived from the ...
第 152 頁
From impulse response analysis , the positive income effect over- whelms the negative substitution effect . The impulse response analysis reflects the negative substitution effect of the shock on consumption . Hence , the effect of the ...
From impulse response analysis , the positive income effect over- whelms the negative substitution effect . The impulse response analysis reflects the negative substitution effect of the shock on consumption . Hence , the effect of the ...
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