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 68 筆
第 22 頁
... costs , it stands to reason that increases in p1 will increase costs . Hence , as demonstrated below , we construct our effort cost function accordingly . We also point out that an earlier draft of this model featured the endog- enized ...
... costs , it stands to reason that increases in p1 will increase costs . Hence , as demonstrated below , we construct our effort cost function accordingly . We also point out that an earlier draft of this model featured the endog- enized ...
第 23 頁
... cost , C ( q ) , which we refer to as firm i's environmental accident cost , assumed to have the following properties : C ′ ( qi ) > 0 , C " ( qi ) ≥ 0.10 Firm i's expected environmental cost , then , is ( 1 - pi ) aC ( qi ) . For sim ...
... cost , C ( q ) , which we refer to as firm i's environmental accident cost , assumed to have the following properties : C ′ ( qi ) > 0 , C " ( qi ) ≥ 0.10 Firm i's expected environmental cost , then , is ( 1 - pi ) aC ( qi ) . For sim ...
第 50 頁
... costs . Commodity forward price is affected by a variety of other factors ( other than the spot price , interest cost and storage costs ) . The theory of nor- mal backwardation and convenience yields combines the market factors to ...
... costs . Commodity forward price is affected by a variety of other factors ( other than the spot price , interest cost and storage costs ) . The theory of nor- mal backwardation and convenience yields combines the market factors to ...
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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