Showing 1 - 10 of 70
English Abstract: The purpose of this study is to analyze the relationship between risk and return in the Korean stock … market. And it uses market beta proposed by the CAPM (Capital Asset Pricing Model) as measure of risk.After estimating the …
Persistent link: https://www.econbiz.de/10012845078
Romanian Abstract: Analiza ex-post joacă un rol din ce în ce mai important în activitatea autorităților de concurență din întreaga lume, autorități ce urmăresc perfecționarea continuă a sistemului de luare a deciziilor. Complexitatea cazurilor, disponibilitatea datelor, nivelul...
Persistent link: https://www.econbiz.de/10013015255
Korean Abstract: 본고는 우리나나 은행의 예·대금리차(spread)의 조정행태가 비대칭적 특성을 갖는지를 문턱자기회귀모형(threshold autoregressive: TAR)과 모멘텀 문턱자기 회귀모형(momentum threshold autoregressive: M-TAR)을 이용하여...
Persistent link: https://www.econbiz.de/10012901298
Korean Abstract: 본 논문은 주택가격이 주택가격채널을 통해 거시경제변수에 어떻게 영향을 미치는지를 분석하였다. 분석의 방법으로는 Iacoviello(2005)의 경제구조와 동태적⋅확률적 일반균형(DSGE) 모형을 한국 데이터에...
Persistent link: https://www.econbiz.de/10012992640
Korean Abstract: 본 연구는 1970년 이후 우리나라 거시 경제변수들의 경기변동과 관련된 특징들을 포괄적으로 분석하는 것을 목적으로 한다. 본 연구에서는 우리나라의 각종 거시경제 변수들이 어떠한 특성을 보여 왔는지에 대해...
Persistent link: https://www.econbiz.de/10012993200
country risk. However, Korea is still exposed to the impact of external shocks, which is attributable to the manufacturing …
Persistent link: https://www.econbiz.de/10012994622
In the convergence programme approved by the Hungarian government in September 2006, the "overriding objective" was to promote real convergence. This paper analyses the problems surrounding real convergence, in light of the broader correlations of economic growth relying heavily on the results...
Persistent link: https://www.econbiz.de/10008459910
Information and Communication Technology (ICT) affects to a great extent the output and productivity growth. Evidence suggests that investment growth in ICT has rapidly accelerated the TFP (total factor productivity) growth within the European Union. Such progress is particularly essential for...
Persistent link: https://www.econbiz.de/10008459914
The forecast of evolution of economic phenomena represent on the most the final objective of econometrics. It withal represent a real attempt of validity elaborate model. Unlike the forecasts based on the study of temporal series which have an recognizable inertial character the forecasts...
Persistent link: https://www.econbiz.de/10008459918
measuring counterparty credit risk (CCR) of OTC derivatives transactions: the standardized method (SM) and the internal model … is deemed to be a more sophisticated model for the purpose of risk management of banks, and banks are encouraged to …
Persistent link: https://www.econbiz.de/10012901288