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 61 筆
第 298 頁
... changes in the investment sensitivities between before and after the initiation of interest rate swaps for the same firms can alleviate this problem . For a sample of firms that first initiate interest rate swaps program during the ...
... changes in the investment sensitivities between before and after the initiation of interest rate swaps for the same firms can alleviate this problem . For a sample of firms that first initiate interest rate swaps program during the ...
第 307 頁
... Changes in Risk Exposures for New Swap Users A cross - sectional comparison between the swap user portfolio and non - user portfolio may be problematic if the non - users are not an ap- propriate control group . Since the firm ...
... Changes in Risk Exposures for New Swap Users A cross - sectional comparison between the swap user portfolio and non - user portfolio may be problematic if the non - users are not an ap- propriate control group . Since the firm ...
第 310 頁
... changes in credit market conditions is referred to as the " financial accelerator " effect ( Bernanke , Gertler , and Gilchrist ( 1996 ) ) . The empirical evidence in this paper suggests that financial deriva- tives can reduce the ...
... changes in credit market conditions is referred to as the " financial accelerator " effect ( Bernanke , Gertler , and Gilchrist ( 1996 ) ) . The empirical evidence in this paper suggests that financial deriva- tives can reduce 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