JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 138 頁
... effect to future capital stock ( Kt + 1 ) . The second term illustrates the positive effect caused by an increase in the intertemporal discount rate . As can be seen from Equation ( 18 ) , the substitution effect shows the transfer from ...
... effect to future capital stock ( Kt + 1 ) . The second term illustrates the positive effect caused by an increase in the intertemporal discount rate . As can be seen from Equation ( 18 ) , the substitution effect shows the transfer from ...
第 139 頁
... effect , future financial assets will have a positive effect . As can be seen from Equation ( 19 ) , the technology shock has two ef- fects on consumption . The first term shows the intratemporal substitu- tion effect in that the shock ...
... effect , future financial assets will have a positive effect . As can be seen from Equation ( 19 ) , the technology shock has two ef- fects on consumption . The first term shows the intratemporal substitu- tion effect in that the shock ...
第 152 頁
... effect . The impulse response analysis reflects the negative substitution effect of the shock on consumption . Hence , the effect of the shock on consumption is smaller than the effect of the shock on GDP , even though consumption ...
... effect . The impulse response analysis reflects the negative substitution effect of the shock on consumption . Hence , the effect of the shock on consumption is smaller than the effect of the shock on GDP , even though consumption ...
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