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 33 筆
第 23 頁
... assumption that demand is sufficiently large enough to warrant production , i.e. a > ac +0 . The objective firm i can be expressed as : max πi = qi Pi - ( 1 ) [ a - bqib ( N − 1 ) q - i − ( 1 − pi ) ac - 0 ] qi — x ( pi ) — f ...
... assumption that demand is sufficiently large enough to warrant production , i.e. a > ac +0 . The objective firm i can be expressed as : max πi = qi Pi - ( 1 ) [ a - bqib ( N − 1 ) q - i − ( 1 − pi ) ac - 0 ] qi — x ( pi ) — f ...
第 217 頁
... assumption does not shift as it is not state - dependent . It is expected that expected value of downturn LGD from either log - normal or logit - normal assumption would not yield a material difference . Xt Figure 2. Density Functions ...
... assumption does not shift as it is not state - dependent . It is expected that expected value of downturn LGD from either log - normal or logit - normal assumption would not yield a material difference . Xt Figure 2. Density Functions ...
第 220 頁
... assumption.8 Since predicted economic state used in the com- putation of the BEEL and PLGD was not as severe as the assumed economic downturn , estimates of the BEEL and PLGD are smaller than that of downturn LGD . Long - run LGD ...
... assumption.8 Since predicted economic state used in the com- putation of the BEEL and PLGD was not as severe as the assumed economic downturn , estimates of the BEEL and PLGD are smaller than that of downturn LGD . Long - run LGD ...
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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