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第 229 頁
Let ' s further assume that the invested assets are in multi - currencies with the
same asset risks across currencies . The question is how to structure the currency
composition of debts so that the probability of default , namely , the probability of
...
Let ' s further assume that the invested assets are in multi - currencies with the
same asset risks across currencies . The question is how to structure the currency
composition of debts so that the probability of default , namely , the probability of
...
第 240 頁
... th currency composition of debts is 0 , and finally asset risks are the same
across currencies as assumed in section 2 . ... downgrade is minimized when 07
= ar From ( 5 ) , ( 15 ) , and ( 20 ) , the currency composition of equity Bi satisfies
the ...
... th currency composition of debts is 0 , and finally asset risks are the same
across currencies as assumed in section 2 . ... downgrade is minimized when 07
= ar From ( 5 ) , ( 15 ) , and ( 20 ) , the currency composition of equity Bi satisfies
the ...
第 242 頁
example , where assets are in two currencies with the same composition , USD
and Euro , and USD assets are highly risky and ... If the standard deviation of
asset risks were the same , the optimal currency composition of equity would be 0
.
example , where assets are in two currencies with the same composition , USD
and Euro , and USD assets are highly risky and ... If the standard deviation of
asset risks were the same , the optimal currency composition of equity would be 0
.
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Geun Mee Ahn Trade Openness Real Exchange Rates | 73 |
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書目資訊
| 書名 | JER, 第 11 卷 |
| 著作人 | Hanyang Taehakkyo. Kyŏngje Yŏnʼguso, Hanyang Taehakkyo. College of Business and Economics, Asia Pacific Economic Association |
| 出版者 | Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
| 來源： | 加州大學 |
| 已數位化 | 2008年7月16日 |
| 匯出書目資料 | BiBTeX EndNote RefMan |