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 44 筆
第 60 頁
... sample problem . According to Williams ( 1993 ) , Monte Carlo analysis indicates that forecasting accu- racy comparisons may be highly spurious in small sample . Moreover , small sample problem might be worsened by idiosyncratic events ...
... sample problem . According to Williams ( 1993 ) , Monte Carlo analysis indicates that forecasting accu- racy comparisons may be highly spurious in small sample . Moreover , small sample problem might be worsened by idiosyncratic events ...
第 168 頁
... sample R2 from the regression specification all tend to increase in absolute value as the forecasting horizon increases . Fama and French ( 1988a ) , for example , argue that dividend yields explain a large fraction of the total ...
... sample R2 from the regression specification all tend to increase in absolute value as the forecasting horizon increases . Fama and French ( 1988a ) , for example , argue that dividend yields explain a large fraction of the total ...
第 298 頁
... sample of firms that first initiate interest rate swaps program during the sample period , I estimate the investment equation for one year prior to and one year after the initiation of interest rate swaps , separately . Then , I examine ...
... sample of firms that first initiate interest rate swaps program during the sample period , I estimate the investment equation for one year prior to and one year after the initiation of interest rate swaps , separately . Then , I examine ...
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