JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
搜尋書籍內容
第 1 到 3 筆結果,共 43 筆
第 64 頁
... positive in order to estimate eq . ( 11 ) . Otherwise , in order to guarantee positive E ( E ) all forecast error series must be multiplied by ( -1 ) before esti- mation . The OLS coefficient estimates for this regression are provided ...
... positive in order to estimate eq . ( 11 ) . Otherwise , in order to guarantee positive E ( E ) all forecast error series must be multiplied by ( -1 ) before esti- mation . The OLS coefficient estimates for this regression are provided ...
第 119 頁
... positive impacts on stocks , and then the impacts hold steady until they converge at their original steady states ... positive re- sponses in the stock market . It is important to note that ALLIND always has a positive impact on stock ...
... positive impacts on stocks , and then the impacts hold steady until they converge at their original steady states ... positive re- sponses in the stock market . It is important to note that ALLIND always has a positive impact on stock ...
第 152 頁
... positive effect on investment . In the case of investment , a positive substitution effect overwhelms a negative income effect . As can be seen from Fig- ure 1 , the effect of the shock on investment is more than the effects on GDP ...
... positive effect on investment . In the case of investment , a positive substitution effect overwhelms a negative income effect . As can be seen from Fig- ure 1 , the effect of the shock on investment is more than the effects on GDP ...
其他版本 - 查看全部
常見字詞
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