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 27 筆
第 28 頁
... dependent variable measured the number of accidents ( ACCIDENT ) divided by TRI releases . The results were qualitatively similar to the ones presented here . Third , a reasonable concern with equation ( 8 ) as specified is that it ...
... dependent variable measured the number of accidents ( ACCIDENT ) divided by TRI releases . The results were qualitatively similar to the ones presented here . Third , a reasonable concern with equation ( 8 ) as specified is that it ...
第 170 頁
... dependent variable is k years , the dependent variable and error term will behave like an MA ( k − 1 ) process . - Popular forecasting variables include ratios of prices to dividends or earnings ( Shiller , 1984 , Campbell and Shiller ...
... dependent variable is k years , the dependent variable and error term will behave like an MA ( k − 1 ) process . - Popular forecasting variables include ratios of prices to dividends or earnings ( Shiller , 1984 , Campbell and Shiller ...
第 292 頁
... dependent firms that need external equity to finance their marginal investment . They argue that investments of equity - dependent firms may be more sensitive to the non - fundamental component rather than the information on future ...
... dependent firms that need external equity to finance their marginal investment . They argue that investments of equity - dependent firms may be more sensitive to the non - fundamental component rather than the information on future ...
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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