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 21 筆
第 169 頁
... linear error - correction relationship between the stock prices and the dividends is not established , then the rationale behind the least squares theory used to justify long - horizon stock return predictability cannot be sustained ...
... linear error - correction relationship between the stock prices and the dividends is not established , then the rationale behind the least squares theory used to justify long - horizon stock return predictability cannot be sustained ...
第 184 頁
... Linear Specification for the Log Price - Dividend Ratio Linear Model Variable Estimate S.E. HAC S.E. constant 0.18 0.20 0.19 Yt - 1 0.88 0.08 0.10 Yt - 2 -0.23 0.11 0.13 Yt - 3 0.37 0.11 0.13 Yt - 4 -0.20 0.11 0.15 Yt - 5 0.12 0.09 0.11 ...
... Linear Specification for the Log Price - Dividend Ratio Linear Model Variable Estimate S.E. HAC S.E. constant 0.18 0.20 0.19 Yt - 1 0.88 0.08 0.10 Yt - 2 -0.23 0.11 0.13 Yt - 3 0.37 0.11 0.13 Yt - 4 -0.20 0.11 0.15 Yt - 5 0.12 0.09 0.11 ...
第 193 頁
... Linear Error Correction and the UK Demand for Broad mMoney , " Journal of Applied Econometrics , 16 , 1994 , 277-288 . Tong , H. , Non - Linear Time Series : A Dynamic System Approach , Ox- ford University Press : Oxford , 1990 . van ...
... Linear Error Correction and the UK Demand for Broad mMoney , " Journal of Applied Econometrics , 16 , 1994 , 277-288 . Tong , H. , Non - Linear Time Series : A Dynamic System Approach , Ox- ford University Press : Oxford , 1990 . van ...
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