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 228 頁
... equity for minimum probability of default can be different from that for minimum variance of equity . In the example , there were three distributional assumptions . First , exchange rates were assumed log - normally distributed . Second ...
... equity for minimum probability of default can be different from that for minimum variance of equity . In the example , there were three distributional assumptions . First , exchange rates were assumed log - normally distributed . Second ...
第 241 頁
... equity 0.36 0.27 0.36 Optimal currency composition of debts 0.64 0.23 0.14 Note : Expected debt to asset ratio conditional on exchange rates is assumed 0.9 . It is assumed that the condition ( 26 ) holds . The ' optimal ' is the ...
... equity 0.36 0.27 0.36 Optimal currency composition of debts 0.64 0.23 0.14 Note : Expected debt to asset ratio conditional on exchange rates is assumed 0.9 . It is assumed that the condition ( 26 ) holds . The ' optimal ' is the ...
第 292 頁
... equity - dependent in financing investment , it can raise more capital with the same number of equity issues when stock price is high . Therefore , different investment - q sensitivity may reflect the degree of equity dependence in ...
... equity - dependent in financing investment , it can raise more capital with the same number of equity issues when stock price is high . Therefore , different investment - q sensitivity may reflect the degree of equity dependence in ...
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