JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
搜尋書籍內容
第 1 到 3 筆結果,共 22 筆
第 285 頁
3 Characteristics of Swap Users 3.1 Data Interest rate swaps is an agreement on exchange of cash flows be- tween two parties . It states that one party ( Firm A ) agrees to pay the other party ( Firm B ) cash flows equal to a ...
3 Characteristics of Swap Users 3.1 Data Interest rate swaps is an agreement on exchange of cash flows be- tween two parties . It states that one party ( Firm A ) agrees to pay the other party ( Firm B ) cash flows equal to a ...
第 298 頁
... interest rate swaps . This concern is particularly relevant if non - users are not an appropriate control group . Investigat- ing changes in the investment sensitivities between before and after the initiation of interest rate swaps for ...
... interest rate swaps . This concern is particularly relevant if non - users are not an appropriate control group . Investigat- ing changes in the investment sensitivities between before and after the initiation of interest rate swaps for ...
第 307 頁
... interest rate swaps . I select a sample of firms that start using interest rate swaps during the sample period . Then , using the daily stock return data for the year before swap initiation and for the year after swap initiation , the ...
... interest rate swaps . I select a sample of firms that start using interest rate swaps during the sample period . Then , using the daily stock return data for the year before swap initiation and for the year after swap initiation , the ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
2 個其他區段未顯示
其他版本 - 查看全部
常見字詞
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