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 3 筆
第 108 頁
... realized . Firms will then need even more real estate or land for the purpose of expanded investment , and will end up with a spiraling upturn in both prices . This transmission mechanism thus illustrates why an exogenous shock results ...
... realized . Firms will then need even more real estate or land for the purpose of expanded investment , and will end up with a spiraling upturn in both prices . This transmission mechanism thus illustrates why an exogenous shock results ...
第 135 頁
... realized when an additional current investment is undertaken . The right - hand side of Equation ( 10 ) indicates the discounted ex- pected future utility ( with the change of utility caused by the intertem- poral discount rate ) ...
... realized when an additional current investment is undertaken . The right - hand side of Equation ( 10 ) indicates the discounted ex- pected future utility ( with the change of utility caused by the intertem- poral discount rate ) ...
第 143 頁
... realized shock ( ɛt ) . From Equation ( 29 ) : Lt = ( 1 − a ) a + o ( K2ht ) a + o α + θ ( 32 ) Substitute Equation ( 32 ) into Equation ( 30 ) , and rearrange Equa- tion ( 30 ) : = ( a + 0 ) = α η - ( 1 a ) a - 1 ( 1 - a ) 0 - ( a + 0 ) ...
... realized shock ( ɛt ) . From Equation ( 29 ) : Lt = ( 1 − a ) a + o ( K2ht ) a + o α + θ ( 32 ) Substitute Equation ( 32 ) into Equation ( 30 ) , and rearrange Equa- tion ( 30 ) : = ( a + 0 ) = α η - ( 1 a ) a - 1 ( 1 - a ) 0 - ( a + 0 ) ...
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