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 83 筆
第 69 頁
... Journal of Forecasting , 5 , 1989 , 559-583 . Diebold , F. and J. Lopez , " Forecast Evaluation and Combination ... Journal of Political Economy , 81 , 1973 , 1387-1406 . Fama , E. , “ Efficient Capital Markets : A Review of Theory and ...
... Journal of Forecasting , 5 , 1989 , 559-583 . Diebold , F. and J. Lopez , " Forecast Evaluation and Combination ... Journal of Political Economy , 81 , 1973 , 1387-1406 . Fama , E. , “ Efficient Capital Markets : A Review of Theory and ...
第 313 頁
... Journal of Finance , 47 , 1992 , 427-465 . Fama , Eugene F. and Kenneth R. French , " Common Risk Factors in the Returns on Stocks and Bonds , " Journal of Financial Economics , 33 , 1993 , 3-56 . Fazzari , Steven M. , R. Glenn Hubbard ...
... Journal of Finance , 47 , 1992 , 427-465 . Fama , Eugene F. and Kenneth R. French , " Common Risk Factors in the Returns on Stocks and Bonds , " Journal of Financial Economics , 33 , 1993 , 3-56 . Fazzari , Steven M. , R. Glenn Hubbard ...
第 315 頁
... Journal of Corporate Finance , 5 , 1999 , 55-78 . Schrand , Catherine and Haluk Unal , " Hedging and Coordinated Risk Management : Evidence from Thrift Conversions , " Journal of Fi- nance , 53 , 1998 , 979-1013 . Smith , Clifford W ...
... Journal of Corporate Finance , 5 , 1999 , 55-78 . Schrand , Catherine and Haluk Unal , " Hedging and Coordinated Risk Management : Evidence from Thrift Conversions , " Journal of Fi- nance , 53 , 1998 , 979-1013 . Smith , Clifford W ...
其他版本 - 查看全部
常見字詞
analysis asset risks assume assumption capacity utilization capital stock cash flows cointegrated correlation cost currency composition currency hedge debt debt-asset ratio depreciation derivatives econometric effect EIA experts empirical environmental accidents equation equilibrium expected exponential utility firm's foreign financial assets foreign firm futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response incentive increase industry interest rate swaps investment Korea Kt+1 lagged learning-by-doing linear lobbying activity LSTAR model marginal measures non-users null hypothesis optimal subsidy output shock parameters period-1 portfolio precommit predictability price-dividend ratio probability of default production profits prospect theory Real Business Cycle regime regression relative Response of STOCK risk aversion risk exposures risk management second period significant spillover spot price standard deviation statistic stock prices stock returns strategic swap users Table Teräsvirta tion trade transition function utility function volatility