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 52 筆
第 28 頁
... significant " and " less - significant " accidents . However , the model does not preclude significant accidents estimated an equation whereby the dependent variable measured the number of accidents ( ACCIDENT ) divided by TRI releases ...
... significant " and " less - significant " accidents . However , the model does not preclude significant accidents estimated an equation whereby the dependent variable measured the number of accidents ( ACCIDENT ) divided by TRI releases ...
第 38 頁
... significant determinants of the frequency of environmental accidents . Moreover , the shape parameter r is shown to have a positive and significant effect for all measures of market structure . This indicates that the accident data are ...
... significant determinants of the frequency of environmental accidents . Moreover , the shape parameter r is shown to have a positive and significant effect for all measures of market structure . This indicates that the accident data are ...
第 306 頁
... significant only for the returns on high debt - asset ratio / non - user stocks consistent with Panel A. An interesting finding in Panel B is that the risk exposures to hml is much higher for high debt - asset ratio portfolios . 14 The ...
... significant only for the returns on high debt - asset ratio / non - user stocks consistent with Panel A. An interesting finding in Panel B is that the risk exposures to hml is much higher for high debt - asset ratio portfolios . 14 The ...
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