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 24 筆
第 282 頁
... debt may increase the risks associated with quantities . Higher level of debt leads firms to be more vulerable to an adverse demand shock in the product market that substantially decreases sales and cash flows . In this case , firms may ...
... debt may increase the risks associated with quantities . Higher level of debt leads firms to be more vulerable to an adverse demand shock in the product market that substantially decreases sales and cash flows . In this case , firms may ...
第 290 頁
... debt - asset ratio equation . The dependent variable , DAit , is the debt - asset ratio for firm in year t . Dit - 1 is the lagged indicator variable for swap use . The control variables , Xit - 1 include market equity ( ME ) , book ...
... debt - asset ratio equation . The dependent variable , DAit , is the debt - asset ratio for firm in year t . Dit - 1 is the lagged indicator variable for swap use . The control variables , Xit - 1 include market equity ( ME ) , book ...
第 306 頁
... debt - asset ratio portfolios . 14 The estimated co- efficients on hml are economically and statistically significant for high debt - asset ratio stocks while they are not for low debt - asset ratio stocks . Book - to - market ratio has ...
... debt - asset ratio portfolios . 14 The estimated co- efficients on hml are economically and statistically significant for high debt - asset ratio stocks while they are not for low debt - asset ratio stocks . Book - to - market ratio has ...
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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