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 55 筆
第 3 頁
... term premium , or expected excess return of bonds . It is well - known that it has a high time variability , and the volatility of interest rates is time varying . These stylized facts are well established in the empirical literature ...
... term premium , or expected excess return of bonds . It is well - known that it has a high time variability , and the volatility of interest rates is time varying . These stylized facts are well established in the empirical literature ...
第 23 頁
... term premium can be explained in a model with jumps . Since the market seems to be incomplete , and many assets or interest rates follow the semimartingale process in reality , our theoretical expla- nation of the term premium may be ...
... term premium can be explained in a model with jumps . Since the market seems to be incomplete , and many assets or interest rates follow the semimartingale process in reality , our theoretical expla- nation of the term premium may be ...
第 206 頁
... terms . The weight on the first term a ( 1 Pu ) Σvk { ƏВk ( · ) / JE [ S ] } { JE [ S ] / 8I } is a ( 1 – Pʊ ) , the effective arrival rate of ships in our port . Further , this first term captures the secondary impact that the optimal ...
... terms . The weight on the first term a ( 1 Pu ) Σvk { ƏВk ( · ) / JE [ S ] } { JE [ S ] / 8I } is a ( 1 – Pʊ ) , the effective arrival rate of ships in our port . Further , this first term captures the secondary impact that the optimal ...
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