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 41 筆
第 106 頁
significant positive relation between stock returns and real estate prices is found when the data are pooled across the countries . The general conclusion of this sort of country - specific studies is that the relation between stock ...
significant positive relation between stock returns and real estate prices is found when the data are pooled across the countries . The general conclusion of this sort of country - specific studies is that the relation between stock ...
第 301 頁
... stock returns would decrease . This is particularly true if firms use interest rate swaps to reduce the variablity ... stock return and the stock return volatility . I define the volatility of stock returns for firm i in year t as the ...
... stock returns would decrease . This is particularly true if firms use interest rate swaps to reduce the variablity ... stock return and the stock return volatility . I define the volatility of stock returns for firm i in year t as the ...
第 303 頁
... Stock Returns - Another important and interesting approach to test for hedging is to estimate risk exposures of stock returns . Since I consider a single financial derivatives instrument , interest rate swaps , the risk that firms ...
... Stock Returns - Another important and interesting approach to test for hedging is to estimate risk exposures of stock returns . Since I consider a single financial derivatives instrument , interest rate swaps , the risk that firms ...
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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