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 226 頁
... hedging strategy , Black ( 1989 , 1990 ) who supported a partial hedging strategy , and Adler and Prasad ( 1990 ) who criticized the Blacks argument for its restrictive assumptions . In this paper , currency hedge ratios are studied in ...
... hedging strategy , Black ( 1989 , 1990 ) who supported a partial hedging strategy , and Adler and Prasad ( 1990 ) who criticized the Blacks argument for its restrictive assumptions . In this paper , currency hedge ratios are studied in ...
第 243 頁
... Hedging : Optimizing Currency Risk and Re- ward in International Equity Portfolios , " Financial Analysts Jour- nal , July / August , 1989 , 16-22 . Black , Fischer , " Equilibrium Exchange Rate Hedging , " Journal of Fi- nance , 45 ...
... Hedging : Optimizing Currency Risk and Re- ward in International Equity Portfolios , " Financial Analysts Jour- nal , July / August , 1989 , 16-22 . Black , Fischer , " Equilibrium Exchange Rate Hedging , " Journal of Fi- nance , 45 ...
第 315 頁
... Hedging : What , Why and How ?, " Uni- versity of California , Berkeley Working Paper , 1996 . Saunders , Kent T ... Hedging and Coordinated Risk Management : Evidence from Thrift Conversions , " Journal of Fi- nance , 53 , 1998 , 979 ...
... Hedging : What , Why and How ?, " Uni- versity of California , Berkeley Working Paper , 1996 . Saunders , Kent T ... Hedging and Coordinated Risk Management : Evidence from Thrift Conversions , " Journal of Fi- nance , 53 , 1998 , 979 ...
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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