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 30 筆
第 65 頁
... Average of Futures Prices 0.48 ( 4 ) 1.42 ( 6 ) 1.77 ( 6 ) 2.00 ( 6 ) 2.77 ( 6 ) 3.06 ( 6 ) - OLS ( 1 ) Model -0.16 ( 1 ) 0.41 ( 2 ) 0.81 ( 4 ) -0.73 ( 2 ) 0.96 ( 2 ) 1.16 ( 3 ) · - OLS ( II ) Model ARMA Model 0.81 ( 6 ) 0.43 ( 3 ) 0.56 ...
... Average of Futures Prices 0.48 ( 4 ) 1.42 ( 6 ) 1.77 ( 6 ) 2.00 ( 6 ) 2.77 ( 6 ) 3.06 ( 6 ) - OLS ( 1 ) Model -0.16 ( 1 ) 0.41 ( 2 ) 0.81 ( 4 ) -0.73 ( 2 ) 0.96 ( 2 ) 1.16 ( 3 ) · - OLS ( II ) Model ARMA Model 0.81 ( 6 ) 0.43 ( 3 ) 0.56 ...
第 287 頁
... average market capitalization indicates that swap users tend to be large firms . Table 1 also shows that swap users are , on average , low book - to - market firms , high debt to asset ratio firms , low dividend payout firms , and low ...
... average market capitalization indicates that swap users tend to be large firms . Table 1 also shows that swap users are , on average , low book - to - market firms , high debt to asset ratio firms , low dividend payout firms , and low ...
第 301 頁
... average excess return for firm i in year t as the average daily return in excess of average market return . Then I regress the individual stock return volatility and the excess return on lagged swap dummy . variable and the debt - asset ...
... average excess return for firm i in year t as the average daily return in excess of average market return . Then I regress the individual stock return volatility and the excess return on lagged swap dummy . variable and the debt - asset ...
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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