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 34 筆
第 105 頁
... correlation between the two variables for the case of U.K. using quar- terly data . Eichholtz and Hartzell ( 1996 ) also provide that property and stock indexes are negatively correlated for Canada , U.K. and U.S. Meanwhile , Fu and Ng ...
... correlation between the two variables for the case of U.K. using quar- terly data . Eichholtz and Hartzell ( 1996 ) also provide that property and stock indexes are negatively correlated for Canada , U.K. and U.S. Meanwhile , Fu and Ng ...
第 109 頁
... correlated , meaning that shocks in variable Y may work through the contemporaneous correlation with innovations in variable Z. Due to this contemporaneous correlation , iso- lated shocks to individual variables can not be identified ...
... correlated , meaning that shocks in variable Y may work through the contemporaneous correlation with innovations in variable Z. Due to this contemporaneous correlation , iso- lated shocks to individual variables can not be identified ...
第 149 頁
... correlations with output in the real economy , it can be seen that consumption has the highest correlation with output , but invest- ment is fairly close . The feature of highest correlation of labor supply with output is produced by ...
... correlations with output in the real economy , it can be seen that consumption has the highest correlation with output , but invest- ment is fairly close . The feature of highest correlation of labor supply with output is produced by ...
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