搜尋書籍內容
第 1 到 3 筆結果，共 84 筆
第 282 頁
Furthermore , I construct the portfolios according to the debt - asset ratio and
swap use to estimate the risk exposures to interest rate changes as well as other
risk factors . The estimation results show that the interest rate risk exposure is ...
Furthermore , I construct the portfolios according to the debt - asset ratio and
swap use to estimate the risk exposures to interest rate changes as well as other
risk factors . The estimation results show that the interest rate risk exposure is ...
第 307 頁
Hahn and Lee ( 2003 ) find that changes in default spread proxies the risk
associated with firm size and Table 1 reports that non - users are , on average ,
small firms . Therefore , low risk exposures for swap users can simply reflect the
size ...
Hahn and Lee ( 2003 ) find that changes in default spread proxies the risk
associated with firm size and Table 1 reports that non - users are , on average ,
small firms . Therefore , low risk exposures for swap users can simply reflect the
size ...
第 309 頁
Note : The averages of estimated risk esposures of the daily stock returns for the
sample of non - financial firms listed in S & P 500 index . The sample consists of
the firms that start using interest rate swaps during the sample period from 1993 ...
Note : The averages of estimated risk esposures of the daily stock returns for the
sample of non - financial firms listed in S & P 500 index . The sample consists of
the firms that start using interest rate swaps during the sample period from 1993 ...
讀者評論 - 撰寫評論
我們找不到任何評論。
內容
Christopher S Decker Mark E Wohar Environmental | 18 |
WonCheol Yun Predictability of WTI Futures Prices | 49 |
Geun Mee Ahn Trade Openness Real Exchange Rates | 73 |
6 個其他區段未顯示
其他版本 - 查看全部
常見字詞
accident additional analysis approximation asset assumed assumption banks capital changes coefficient condition consider consistent consumption correlation cost currency currency composition debt dependent derivatives distribution Economic effect empirical environmental accidents equation equity errors estimates exchange rate expected firm's forecasting foreign function future given hedge higher home firm home government incentive increase industry initial interest rate swaps International investment Journal land learning linear lobbying activity LSTAR marginal mean measures Note optimal output parameters period portfolio positive predictability probability of default problem production profits ratio reduce regime regression relative reported representative respectively response risk sample second period selected shock shows significant specification spillover stage standard deviation statistic stock prices stock returns strategic subsidy substitute suggest swap Table takes term theory tion Trade transition University utility variable
書目資訊
| 書名 | JER, 第 11 卷 |
| 著作人 | Hanyang Taehakkyo. Kyŏngje Yŏnʼguso, Hanyang Taehakkyo. College of Business and Economics, Asia Pacific Economic Association |
| 出版者 | Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
| 來源： | 加州大學 |
| 已數位化 | 2008年7月16日 |
| 匯出書目資料 | BiBTeX EndNote RefMan |