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 50 頁
... the maturities , the forward price and the futures price for a contract with the same delivery dates is the same ( Hull , 2002 ) . costs and convenience explicitly . Related to the main function 50 Predictability of WTI Futures Prices ..
... the maturities , the forward price and the futures price for a contract with the same delivery dates is the same ( Hull , 2002 ) . costs and convenience explicitly . Related to the main function 50 Predictability of WTI Futures Prices ..
第 51 頁
... futures prices should be lower than the expected future spot prices . On the other hand , Williams ( 1986 , 2001 ) adopts the trans- actions cost view , implying that the main role of futures markets is to reduce the transactions costs ...
... futures prices should be lower than the expected future spot prices . On the other hand , Williams ( 1986 , 2001 ) adopts the trans- actions cost view , implying that the main role of futures markets is to reduce the transactions costs ...
第 54 頁
... futures has been fully established . The authors assert that these findings are consistent with the tremendous growth and pro- liferation of trading in petroleum futures . Recently , Bolinger , Wiser , and Golove ( 2003 ) ... Futures Prices ..
... futures has been fully established . The authors assert that these findings are consistent with the tremendous growth and pro- liferation of trading in petroleum futures . Recently , Bolinger , Wiser , and Golove ( 2003 ) ... Futures Prices ..
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