[PDF] Top 20 Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue11.2000:

... banks and investment ®rms will shortly be able to calculate appropriate levels of capital for their trading books using ...aspects of this technology by calculating MCRRs for three of the most ... Lihat dokumen lengkap

... rate of mortgages in the Hong Kong market has been at a very high ...value of the prepayment option when we evaluate a particular ...with a realistic modeling of prepayment ... Lihat dokumen lengkap

... lowest of the four speci®cations, which might re¯ect the use of an income variable as an output ...size and output speci®cations, with the most pronounced di€erences for the largest size ...assets ... Lihat dokumen lengkap

... Mayers and Smith (1982) point out that in frictionless capital markets stockholders will be disinclined to insure their business activities because they can more eciently diversify against insurable risks at ... Lihat dokumen lengkap

... 1993. Data are obtained from the ®nancial statements of the ®rms, the Daily Financial News, and the Stock Exchange of ...ratio of the market value of the ®rm Õ s assets to the ... Lihat dokumen lengkap

... Erratum Erratum to ``Default risk and optimal debt management'' [Journal of Banking and Finance 24 6 861±891] q Francesco Drudi a, Ra€aela Giordano b,* aDirectorate Economics, Europe[r] ... 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

... 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

... development of measurable proxies for key vari- ables of the asset±liability fair valuation model, based on Australian life in- surance ®rm data, under two scenarios of ...estimates of ... Lihat dokumen lengkap

... structure of real interest rates using the prices of UK linked and non-linked gilts over the period from 25 January 1986 until 25 October ...impact of di€erential taxation and the ... Lihat dokumen lengkap

... vast and is primarily con- cerned with the e€ect that bank failures (or de facto failures such as Conti- nental Illinois Bank in 1984) have on the ®nancial ...system. A comprehensive review of this ... Lihat dokumen lengkap

... US banking laws do not allow the aliation between banks and commercial ...as a means to recover loan losses from failing ®rms), and bank holding companies are severely restricted from ... Lihat dokumen lengkap

... explanation of index return autocorrelation is non- synchronous trading (Fischer, 1966; Scholes and Willams, ...In a pure non-synchronous trading model, it is assumed that stock returns are continu- ... Lihat dokumen lengkap

... hypothesis of the term structure, interest rates for long maturities should be equal to a geometric mean of expected future short-term interest ...in a long-term equilibrium relationship ... Lihat dokumen lengkap

... the data do not reveal the ®xed-rate versus ¯oating-rate ...frame of the sample period was before data on a ®rm Õ s swap usage were required to be more widely reported with SFAS 105 and ... Lihat dokumen lengkap

... price of the nearest FTSE100 contract is obtained for every transaction carried ...These data were obtained from LIFFE. The contract is changed when the volume of trading in the next nearest contract ... 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

... analysis of the evolution of the esti- mated values for the right-hand side of ...(11) and (13). For all banks, as a result of the assumption of symmetry in reactions to ... Lihat dokumen lengkap

... rates of return during the same post-event interval of 250 days after the ...(1991) and Foerster and Karolyi (1998a,b). 34 We use a 21 trading day month to measure abnormal returns ... 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