JER, 第 9 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2004 |
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第 1 到 3 筆結果,共 90 筆
第 240 頁
... markets , international financial markets have become increasingly interdependent . Advanced computer technology and improved world ... market interdependence are related to 240 Modeling the Dynamic Interdependence of MENA Stock Markets.
... markets , international financial markets have become increasingly interdependent . Advanced computer technology and improved world ... market interdependence are related to 240 Modeling the Dynamic Interdependence of MENA Stock Markets.
第 242 頁
... markets . In addition , this framework allows explicitly accounting for potential asymmetries that may exist in the volatility transmission mechanism among these markets , i.e. bad news has greater effect than good news . The empirical ...
... markets . In addition , this framework allows explicitly accounting for potential asymmetries that may exist in the volatility transmission mechanism among these markets , i.e. bad news has greater effect than good news . The empirical ...
第 262 頁
... markets . This indicates that almost every market exports its volatility to the other , where Egypt and Turkey , being the largest among these four markets in term of market capitalization , exporting volatilities which have com ...
... markets . This indicates that almost every market exports its volatility to the other , where Egypt and Turkey , being the largest among these four markets in term of market capitalization , exporting volatilities which have com ...
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agent algorithm analysis ballast water CALIFORNIA capital carbon tax China CO2 emission coefficients coincidence of wants committee contract cost decrease denote dual system dynamic effect emission permit emission trading equation equilibrium estimated export firm forgetting factor function GARCH growth rate Hanyang University incentive increase industries innovation input inspection regime integration invasive species investment knowledge economy Korea large emitters Lemma Levy process LIBRARIES marginal cost martingale MENA markets mixed strategy monetary negative non-monetary economy number of inspectors oligopoly optimal output paper parameter port manager price of emission price of risk production pure strategy pure strategy monetary queuing theory R&D stock robust s)ds SAN DIEGO Schwarz criterion sector small emitters specialization specific spillovers Statistics stock markets strategy monetary economy subset AR models TFP growth University variables volatility welfare level widget