[PDF] Top 20 Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue10.2000:

... extent of a bank Õ s derivatives Õ usage and the market Õ s perception of risk, we construct two di€erent measures of contingent ...measure of a bank Õ s derivatives Õ ... 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

... form and content implications of the put option prices for the strategic decision to sell life insurance business is empirically investigated by utilising liability, asset and return data ... Lihat dokumen lengkap

... mimics a situation where a ®rm with long-term debt faces changed investment ...terms of debt are based on the return distribution of the initial project, switching to a project with ... Lihat dokumen lengkap

... periods of extreme price movements, equity return dispersions for the US, Hong Kong and Japan actually tend to increase rather than decrease, hence providing evidence against the presence of any herd ... Lihat dokumen lengkap

... levels of output compared with the case where risk and quality factors are not taken into ...is a cost elasticity (the percent change in cost with respect to a percent increase in scale) while ... 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

... 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

... Denis and Kadlec (1994), as the number of leads and lags is increased, estimates of systematic risk decline for both domestic and global ...Using a symmetric 2-day lead/lag ... Lihat dokumen lengkap

... Exchange and American Stock Exchange. The disclosure and placement of interest rate swap information for this time period in ®nancial statements is not ...statement of every company on the ... 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

... 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

... histories of prices of Arrow±Debreu ...rules of conditional probability. That is the core of the more general class of Bayesian ...those, a martingale result holds only for the ... 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

... is a form of common equity that is intended to track the performance of a particular business line within the ...forms of corporate restructuring where ®rms may spin-o€ businesses to ... Lihat dokumen lengkap

... comparisons of compound return-standard deviation plots and statistical comparisons of Jensen Õ s alpha suggest that the reduction in return is not worth the reduction in risk, particularly since ... 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

... idea of di€erences in demand elasticities behind the model of Stulz and Wasserfallen (1995) can still be ...facing a more elastic demand curve, while local Chi- nese investors are facing ... Lihat dokumen lengkap

... fraction of the market for share stakes may be considered as a corporate control market because industrial and commercial companies increase their shareholdings (or purchase large share blocks) in ... Lihat dokumen lengkap

... expansion of organized equity exchanges in both emerging and developed markets has prompted policymakers to raise important questions about their macro- economic impact, yet the need to focus on recent ... Lihat dokumen lengkap