[PDF] Top 20 Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue12.2001:

... presence of contagion e€ects in bank stock returns around announcements of dividend reductions by money-center banks, and, having established that contagion e€ects are present, we look for evidence ... Lihat dokumen lengkap

... performance and disciplining of management. A ®rst question is whether or not turnover, corrected for natural turnover, is related to poor corporate performance and results from disciplinary ... Lihat dokumen lengkap

... Levine and Zervos (1996, 1998), there have been several other e€orts to examine empirically the speci®c role of equity markets in real sector activity, but these have used fairly small panels and ... Lihat dokumen lengkap

... interests of China Õ s leading ministries, the State Council, and provincial and municipal ...expansion and overseas capital, they typically ®nd ways to gain listing in Hong Kong, either ... Lihat dokumen lengkap

... strength of the book lies in its description of the countries Õ in- stitutional structure development, bank regulation, and privatization ...part of the book, readers can ®nd an excellent ... Lihat dokumen lengkap

... impact of derivatives markets on ®nancial markets 24 (2000) 759 Jackson, ...P. and W. Perraudin, Regulatory implications of credit risk modelling 24 (2000) 1 Jarrow, ...R.A. and S.M. Turnbull, ... Lihat dokumen lengkap

... contribution of this paper is that the TSFs are then used to derive an alternative methodology for the estimation of VaR of a portfolio of interest rate ...become a key risk ... Lihat dokumen lengkap

... model of mean-shifting investment technologies does not address as- pects of adverse selection nor the incentives of banks for investments in in- formation ...light of the evidence presented ... Lihat dokumen lengkap

... INTERNAL1 and INTERNAL2, are the sum across a ®rm Õ s business segments of the product of each segment Õ s excess capital expenditures and its industry-adjusted return on investment, ... Lihat dokumen lengkap

... all of ®nance as well as a large part of macroeconomics has been based on the assumption of a Rational Expectations Equilibrium ...rules of conditional probability (Bayes' ... Lihat dokumen lengkap

... experienced a pronounced deregulation phase from 1986 to ...from a highly regulated market in which Government-controlled institutions accounted for more than 90% of the market, to a complete ... Lihat dokumen lengkap

... academics and practitioners have been bothered by the lack of di- versi®cation exhibited by portfolio ...Two of the central paradigms of ®nancial economicsÐmodels of asset pricing ... Lihat dokumen lengkap

... ILG and the non-linked gilt ...treatment of linked and non-linked gilts over this period argues for an approach that explicitly distinguishes between the respective marginal tax rates of each ... Lihat dokumen lengkap

... samples of continuing and terminating ®rms for the three years ended 31 December 1990 (Panels A and B) and for continuing ®rms only for the two subsequent study periods (Panels C ... Lihat dokumen lengkap

... (Sentana and Wadhwani, 1992), Australia, Belgium, Germany and Japan (Koutmos, 1997) 8 and France (S  afvenblad, ...following a day of high returns, but only 0:118 following a ... Lihat dokumen lengkap

... maturities and given the ten-day prediction horizon, this means 804 000 random samplings per model per ...variances of two to ten days ahead per individual maturity have been determined for the GARCH ... Lihat dokumen lengkap

... pre-SETS and post-SETS periods. In both cases, 1 minute frequency data are used and the delay (d) is selected by the ...0:35, and 0:4 are assumed to a€ect both spot and futures ... Lihat dokumen lengkap

... lack of support in the shortest CAR time period (1, 20 days) may be explained by the lack of information about the ®rm Õ s interest rate ...about a swap arrangement, or the improved credit-risk ... Lihat dokumen lengkap

... experience a change in their cost of capital and hence a change in ®rm ...cost of capital. Similarly changes in the pattern of actual returns are im- portant to ...Foerster ... Lihat dokumen lengkap

... existence of abnormal returns around election dates is that the e€ect is concentrated in countries where information about the government and its policies is not usually readily ...`free'. A country ... Lihat dokumen lengkap