搜索结果: 1-15 共查到“经济学 Return”相关记录30条 . 查询时间(0.047 秒)
The Need to Return to a Monetary Framework
monetary policy framework reserve balances quantitative easing
2015/8/3
This paper examines the 100-fold increase in reserve
balances at the Federal Reserve during 2008. By
looking at the balance sheet of the Federal Reserve
and factors influencing the supply and deman...
Evaluating Firm-Level Expected-Return Proxies
Cost of Capital Investment Return Performance Evaluation
2015/4/28
We develop and implement a rigorous analytical framework for empirically evaluating the relative performance of firm-level expected-return proxies (ERPs). We show that superior proxies should closely ...
Return on Political Investment in the American Jobs Creation Act of 2004
Accounting Business and Government Relations Corporate Finance United States
2015/4/28
Prior literature raises a "puzzle" of high rates of return on corporate political investment, but evidence for this puzzle is largely descriptive in nature. We exploit the setting of the American Jobs...
Measurement Errors of Expected-Return Proxies and the Implied Cost of Capital
Measurement and Metrics Cost of Capital Investment Return
2015/4/28
Despite their popularity as proxies of expected returns, the implied cost of capital's (ICC) measurement error properties are relatively unknown. Through an in-depth analysis of a popular implementati...
Return Predictability in the Treasury Market:Real Rates,Inflation,and Liquidity
Expectations Hypothesis Term Structure Real Interest Rate Risk Inflation Risk Inflation-Indexed Bonds
2015/4/24
Estimating the liquidity differential between inflation-indexed and nominal bond yields, we separately test for time-varying real rate risk premia, inflation risk premia, and liquidity premia in U.S. ...
MAKING FINANCIAL HISTORY The crisis of 2008 and the return of the past
MAKING FINANCIAL HISTORY the return of the past
2014/4/21
The past does not simply provide conditions of possibility for capitalist finance; it also serves
as a vital resource for those who might seek to understand or negotiate it in a particular
present...
Risk and Return Trade-Offs in Partnering Strategies between Co-ops and IOFs
Risk and Return Trade-Offs Partnering Strategies Co-ops and IOFs
2014/6/3
Risk and Return Trade-Offs in Partnering Strategies between Co-ops and IOFs。
Effect of contract farming on the U.S. crop farmers’ average return
average return contract farming grain industry marketing contract
2014/2/24
In the literature of contract farming, most of the studies focus on the functions of risk managements and reducing transaction costs. Only a few study the effect of contract farming on the productivit...
Microscopic understanding of heavy-tailed return distributions in an agent-based model
Microscopic understanding of heavy-tailed return distributions agent-based model
2012/9/14
The distribution of returns in nancial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby ...
On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability
multi-period asset allocation expected utility optimization exponential utility func-tion return predictability.
2012/9/14
In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on ...
An algorithm for the orthogonal decomposition of financial return data
portfolio selection mean-variance analysis principal components of risk
2012/9/14
We present an algorithm for the decomposition of periodic financial return data into orthogonal factors of expected return and “systemic”, “productive”, and “nonproductive”risk. Generally, when the nu...
Study of statistical correlations in intraday and daily financial return time series
Study of statistical correlations intraday daily financial return time series Statistical Finance
2012/4/28
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of t...
THE ROLE OF RETAIL BANKING IN THE U.S. BANKING INDUSTRY: RISK, RETURN, AND INDUSTRY STRUCTURE
the return in the U.S banking industry retail banking of the industry
2011/10/3
The article discusses the return in retail in the U.S. banking industry and offers some insight into why this strategic shift has occurred. It relates that the renewed interests in retail banking of t...
History in Finance and Fiction in History: The Crisis of 2008 and the Return of the Past
History in Finance Fiction in History the Return of the Past
2014/4/21
During the peak of the financial crisis in late 2008, the
Economist began one of its article sections by inviting
readers to view ‘Smoot-Hawley in the rear mirror’ (The
Economist, 2008)....
Influence of production change on return to scale
return to scale costs profitability loss profit production
2014/2/27
The paper deals with an assessment of cost efficiency of farms in 2006?009 based on a sample of farms classified according to the cost/revenue ratio. The analysis of the sample of 101 farms revealed t...