JER, 第 12 卷,第 1-2 期Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2007 |
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第 126 頁
... sample hedging performances , this study simulates the investment returns in equations ( 1 ) and ( 2 ) each month by ... sample period turn out to be -4.43 won and 17.87 won , respectively . As the investment 7An ex post within - sample ...
... sample hedging performances , this study simulates the investment returns in equations ( 1 ) and ( 2 ) each month by ... sample period turn out to be -4.43 won and 17.87 won , respectively . As the investment 7An ex post within - sample ...
第 148 頁
Sample Group Hadri Z - stat : Variable Ho : Unit root Ho : No unit root Entire sample RX RGDP 10.09 ( p = 1.00 ) 22.30 ( p = 0.00 ** ) 0.44 ( p = 0.67 ) ( 55 countries ) 11.26 ( p = 1.00 ) ( 81 IS 3.78 ( p = 1.00 ) countries ) L -6.68 ...
Sample Group Hadri Z - stat : Variable Ho : Unit root Ho : No unit root Entire sample RX RGDP 10.09 ( p = 1.00 ) 22.30 ( p = 0.00 ** ) 0.44 ( p = 0.67 ) ( 55 countries ) 11.26 ( p = 1.00 ) ( 81 IS 3.78 ( p = 1.00 ) countries ) L -6.68 ...
第 149 頁
... samples at conventional significance levels , except for RGDP by Breitung's test in the OECD sample . Yet for IS , the unit root hypothesis can be rejected by 3 out of 5 tests in the entire and OECD samples , while the hypothesis is ...
... samples at conventional significance levels , except for RGDP by Breitung's test in the OECD sample . Yet for IS , the unit root hypothesis can be rejected by 3 out of 5 tests in the entire and OECD samples , while the hypothesis is ...
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