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 74 筆
第 152 頁
... investment is large size , the shock can negatively affect investment . However , in the impulse re- sponse analysis , the effect of the shock on investment has a clear positive effect on investment . In the case of investment , a ...
... investment is large size , the shock can negatively affect investment . However , in the impulse re- sponse analysis , the effect of the shock on investment has a clear positive effect on investment . In the case of investment , a ...
第 292 頁
... investment . The differerences in the sensitivities of investment are captured by the coefficients on the interaction terms of q or cash flows and the dummy variable , Dit - 1 . Table 3 presents the estimation results . Without the cash ...
... investment . The differerences in the sensitivities of investment are captured by the coefficients on the interaction terms of q or cash flows and the dummy variable , Dit - 1 . Table 3 presents the estimation results . Without the cash ...
第 298 頁
... investment normalized by the beginning of the year capital stock for firm i in year t . Qit - 1 is the Tobin's q and ... Investment of New Swap Users One may argue that the different investment behaviors between swap users and non ...
... investment normalized by the beginning of the year capital stock for firm i in year t . Qit - 1 is the Tobin's q and ... Investment of New Swap Users One may argue that the different investment behaviors between swap users and non ...
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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