[PDF] Top 20 Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue8.2000:

... 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

... introduced a new elec- tronic trading system ...introduction of this system orders were advertised on computer terminals but actual trades were carried out over the ...impact of large trades by ... 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

... riskfree and lower market returns characterize the 1966±95 subpe- ...achieves a 6.97% compound rate of return, while the CRSP value-weighted portfolio earns a geometric mean return of ... Lihat dokumen lengkap

... method of determining the solvency (or capital adequacy) of Australian life insurance ®rms was also unique and subject to change over this study period, which has a signi®cant bearing on the ... Lihat dokumen lengkap

... behaviour of real interest rates is a core issue for ®nancial economics in terms of both the dynamics of the short-term rate and the characteristics of the overall term ... 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

... Korea and Taiwan di€erent from the US and Hong Kong? First, the di€erences in herd behavior may be the result of a relatively high degree of government intervention, either through ... Lihat dokumen lengkap

... impact of risk and quality factors on banksÕ cost by using the stochastic cost frontier methodology to evaluate scale and X-ineciencies, as well as technical change for a sample of ... 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

... haviour and market ...taneously a€ected both, we may not infer that any association between them should be regarded as causality, in either ...conduct and this reduction on market concentration, ... 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

... 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

... 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

... monitor and correct managerial failure depend not only on the concentration of ownership, but also on its nature (category of ...classes of owners may value control di€erently as the source ... Lihat dokumen lengkap

... ratios of liquid liabilities and value traded to GDP are positive and signi®cant when included separately, yet the positive coecient on the ratio of market capitalization to GDP has a ... Lihat dokumen lengkap

... supply of A-shares, which caused these shares to be ...the A shares, it is not easy to explain why H shares would trade at a smaller discount than B ...management and good pro®t ...SEHK ... Lihat dokumen lengkap

... themes and provide a wealth of data, the treatments vary substantially across countries, which often makes it hard to ®nd comparable ...general, a short article providing a ... 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 ... Lihat dokumen lengkap