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 52 筆
第 301 頁
... stock returns would decrease . This is particularly true if firms use interest rate swaps to reduce the variablity ... stock return and the stock return volatility . I define the volatility of stock returns for firm i in year t as the ...
... stock returns would decrease . This is particularly true if firms use interest rate swaps to reduce the variablity ... stock return and the stock return volatility . I define the volatility of stock returns for firm i in year t as the ...
第 303 頁
... Stock Returns Another important and interesting approach to test for hedging is to estimate risk exposures of stock returns . Since I consider a single financial derivatives instrument , interest rate swaps , the risk that firms want to ...
... Stock Returns Another important and interesting approach to test for hedging is to estimate risk exposures of stock returns . Since I consider a single financial derivatives instrument , interest rate swaps , the risk that firms want to ...
第 305 頁
... stock returns of swap users and non - users in excess of one month T - bill rate . mkt , smb , and hml are Fama ... returns in excess of one - month risk free rate are regressed on the market portfolio returns and the innovation of the ...
... stock returns of swap users and non - users in excess of one month T - bill rate . mkt , smb , and hml are Fama ... returns in excess of one - month risk free rate are regressed on the market portfolio returns and the innovation of the ...
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