JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 111 頁
... land . Table 1 describes the house and land data in details . For the stock prices , Korea Stock Exchange ( KSE ) ' s index , called as KOSPI ( Korea Composite Stock Price Index ) , is employed . KOSPI is a price - weighted index based ...
... land . Table 1 describes the house and land data in details . For the stock prices , Korea Stock Exchange ( KSE ) ' s index , called as KOSPI ( Korea Composite Stock Price Index ) , is employed . KOSPI is a price - weighted index based ...
第 116 頁
... land . The variance decomposition shows the portion of variance in the prediction for each variable in the system , due to its own shocks versus shocks to the other variables . Given that the main focus of the study is to analyze the ...
... land . The variance decomposition shows the portion of variance in the prediction for each variable in the system , due to its own shocks versus shocks to the other variables . Given that the main focus of the study is to analyze the ...
第 123 頁
... land prices Granger - cause stock prices in most regional housing and land markets , but there is no converse causation from stock to real estate markets . In addition , industrial land prices consistently affect stock prices in both ...
... land prices Granger - cause stock prices in most regional housing and land markets , but there is no converse causation from stock to real estate markets . In addition , industrial land prices consistently affect stock prices in both ...
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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