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 29 筆
第 149 頁
As shown in Table 2 , the most salient feature of the standard deviations of the actual data is the well - known fact that investment ( 8.28 ) is much more volatile than output ( 2.50 ) and consumption is less volatile ( 2.42 ) . The ...
As shown in Table 2 , the most salient feature of the standard deviations of the actual data is the well - known fact that investment ( 8.28 ) is much more volatile than output ( 2.50 ) and consumption is less volatile ( 2.42 ) . The ...
第 235 頁
... standard deviation of asset returns is 2 % . With the second set , this probability becomes 9.97 % . The difference of these two numbers comes from the difference in the standard deviations of ex- change rate shocks . Because the third ...
... standard deviation of asset returns is 2 % . With the second set , this probability becomes 9.97 % . The difference of these two numbers comes from the difference in the standard deviations of ex- change rate shocks . Because the third ...
第 305 頁
... standard deviation of stock returns scaled by the standard deviation of the market returns is lower for swap users . If the correlation between the portfolio returns and the market returns are not much different between swap user stocks ...
... standard deviation of stock returns scaled by the standard deviation of the market returns is lower for swap users . If the correlation between the portfolio returns and the market returns are not much different between swap user stocks ...
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