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 49 筆
第 43 頁
... consistent with the results presented in Tables 2 and 3 and , thus , generally support Case 1 of our theoretical model . Specifically , we find that a 10 percent increase in the number of competitors reduces the relative size of ...
... consistent with the results presented in Tables 2 and 3 and , thus , generally support Case 1 of our theoretical model . Specifically , we find that a 10 percent increase in the number of competitors reduces the relative size of ...
第 301 頁
... consistent with Christie ( 1982 ) and Hentchel and Kothari ( 2001 ) . Controlling for the market equity , the book - to - market , the cash flows , and the dividend payout ratio , however , the coefficient estimates on the debt - asset ...
... consistent with Christie ( 1982 ) and Hentchel and Kothari ( 2001 ) . Controlling for the market equity , the book - to - market , the cash flows , and the dividend payout ratio , however , the coefficient estimates on the debt - asset ...
第 306 頁
... consistent with Panel A. An interesting finding in Panel B is that the risk exposures to hml is much higher for high debt - asset ratio portfolios.14 The estimated co- efficients on hml are economically and statistically significant for ...
... consistent with Panel A. An interesting finding in Panel B is that the risk exposures to hml is much higher for high debt - asset ratio portfolios.14 The estimated co- efficients on hml are economically and statistically significant for ...
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