JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 104 頁
... real estate markets , because . of the impact of asset prices on consumption . It has been observed in several countries that negative wealth effects caused by equity loss are balanced by increases in real estate prices ; however ...
... real estate markets , because . of the impact of asset prices on consumption . It has been observed in several countries that negative wealth effects caused by equity loss are balanced by increases in real estate prices ; however ...
第 124 頁
fact households and firms in Korea traditionally invest more heavily in real estate , our study could yield different causal evidence from the em- pirical findings examined ... Real Estate Markets in Korea : Wealth or Credit - Price Effect.
fact households and firms in Korea traditionally invest more heavily in real estate , our study could yield different causal evidence from the em- pirical findings examined ... Real Estate Markets in Korea : Wealth or Credit - Price Effect.
第 125 頁
... Real estate in the portfolio , " in F. J. Fabozzi , eds . , The Institutional Investor : Focus on Investment Management , Ballinger , Cambridge , Massachusetts , 1986 . Ibbotson , R. and L. Siegel , “ Real estate returns : a comparison ...
... Real estate in the portfolio , " in F. J. Fabozzi , eds . , The Institutional Investor : Focus on Investment Management , Ballinger , Cambridge , Massachusetts , 1986 . Ibbotson , R. and L. Siegel , “ Real estate returns : a comparison ...
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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