Showing 1 - 10 of 17
Chinese Abstract: A股关联公司的股票动量溢出效应研究:...
Persistent link: https://www.econbiz.de/10013405840
This paper investigates the relationship between the collapse timing of exchange rate regime and degree of substitutability of foreign currency for domestic currency as a medium of exchange. According to the spirit of Chen et al. (1981), Tsaur (1987), Chang et al. (1991), we set up a...
Persistent link: https://www.econbiz.de/10008555941
Exchange rate movements affect exports through depreciation (appreciation) and risk. Depreciation may raise exports but exchange rate risk could offset the positive effect. This paper investigates the net effect for eight Asian countries using a dynamic conditional correlation bivariate GARCH-M...
Persistent link: https://www.econbiz.de/10008555966
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Chinese Abstract:...
Persistent link: https://www.econbiz.de/10013321517
Chinese Abstract: 摘要:中共中央政治局在 3 月 27 日召开会议中多次强调通过发行特别国债和地方债应对此 次疫情,助力复工复产。为保障“抗疫”的特别债券发行,需要研究并学习已发行债券的...
Persistent link: https://www.econbiz.de/10012839937
Chinese Abstract: CAPM 所在的资本市场是非完全的,并且是 一 个 Hilbert 空间,我们找出了该市场中 SDF 模仿支付的显式表达式。纯风险证券的局部均衡中,CAPM 公式成立,CAPM...
Persistent link: https://www.econbiz.de/10012853093
Chinese Abstract: MM 命题的最大贡献是提出完美市场假设和使用套利证明方法。本文回顾了完美市场假设和无套利原理,然后对 MM...
Persistent link: https://www.econbiz.de/10012854798
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