JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 157 頁
... merger 327 Yang , D.-W. , see J.-H. Cho , Yoo , J.-S. , Reaganomics and the Korean economy Yoo , J.-S. , see M.-J. Kim , 145 129 253 Author index of volume 2 Balvers , R. and J. Ran , Price stickiness under menu and convex adjustment ...
... merger 327 Yang , D.-W. , see J.-H. Cho , Yoo , J.-S. , Reaganomics and the Korean economy Yoo , J.-S. , see M.-J. Kim , 145 129 253 Author index of volume 2 Balvers , R. and J. Ran , Price stickiness under menu and convex adjustment ...
第 頁
... mergers in declining industries : Theory and evi- dence , " International Journal of Industrial Organization 7 , 1989 , 11-33 . Manski , C.F. and D. McFadden , " Alternative estimators and sample designs for discrete choice analysis ...
... mergers in declining industries : Theory and evi- dence , " International Journal of Industrial Organization 7 , 1989 , 11-33 . Manski , C.F. and D. McFadden , " Alternative estimators and sample designs for discrete choice analysis ...
第 頁
... mergers in declining industries : Theory and evidence , " International Journal of Industrial Organization 7 , 1989 , 11–33 . Manski , C.F. and D. McFadden , " Alternative estimators and sample designs for discrete choice analysis ...
... mergers in declining industries : Theory and evidence , " International Journal of Industrial Organization 7 , 1989 , 11–33 . Manski , C.F. and D. McFadden , " Alternative estimators and sample designs for discrete choice analysis ...
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