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 33 筆
第 282 頁
... debt may increase the risks associated with quantities . Higher level of debt leads firms to be more vulerable to an adverse demand shock in the product market that substantially decreases sales and cash flows . In this case , firms may ...
... debt may increase the risks associated with quantities . Higher level of debt leads firms to be more vulerable to an adverse demand shock in the product market that substantially decreases sales and cash flows . In this case , firms may ...
第 305 頁
... debt - asset ratio and swap use from July of year t to June of year t + 1. The numbers are coefficient estimates ... debt - asset ratio dimension , implying that firms use interest rate swaps . for hedging purpose . In addition , risk ...
... debt - asset ratio and swap use from July of year t to June of year t + 1. The numbers are coefficient estimates ... debt - asset ratio dimension , implying that firms use interest rate swaps . for hedging purpose . In addition , risk ...
第 306 頁
... debt - asset ratio portfolios.14 The estimated co- efficients on hml are economically and statistically significant for high debt - asset ratio stocks while they are not for low debt - asset ratio stocks . Book - to - market ratio has ...
... debt - asset ratio portfolios.14 The estimated co- efficients on hml are economically and statistically significant for high debt - asset ratio stocks while they are not for low debt - asset ratio stocks . Book - to - market ratio has ...
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