日本銀行金融研究所/ 金融研究/ 2002.6 LIBORマー … 日本銀行金融研究所/ 金融研究/ 2002.6 要 旨 本稿では、近年研究が進められているイールド・カーブ・モデルである
系 所:財務金融研究所 年度 : 2005 年
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Transcript of 系 所:財務金融研究所 年度 : 2005 年
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Millstein, I. (2000)1.
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:(Qualified Foreign Institutional Investors;QFII)
:(Chief Executive OfficerCEO)
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1.:(2000)
2. P9
3. P15
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1. P22
2. P22~2426
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1. P16
2. P19
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2003
P27-P32
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APA
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1.(2002) P1(2002)71-112.Jensen,(1993) P1Jensen, M.C., (1993). The Modern Industrial Revolution, Exit and the Failure of Internal Control System. Journal of Finance, 48, 831-880.3.(2002) P39(2002)()1.(2002) P12.Jensen,(1993) P13. Agrawal and Knoeber, (1996) P14.(2001) P25.(2004) P26.(1999) P27. Benston(1980) P28.(2003) P29. Ira Millstein P1610. P2011.(2001) P3312. Black, Jang and Kim (2002) P3313.(2003) P3514.(2003) P3715.(2002) P3916.(2002) P3917. Parkinson(1980) P4318. Antoniou & and Holmes (1995) P4319. Chou, Lee and Wu1999 P4320. Engle(1982) P6021. Healy, P. M., and K. G. Palepu (2001) P33
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1. (2003)2.(1994)3.1.(2003)2.(1994)3.(2003)4.(2004)5.(2004)6.(2003)7.(2003)8.(1997)9.(2003)10.(1997)11.(2003)(2004)
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1. (2003)(2003)1-202. Black, Jensen,and Scholes (1972)Black, F., M.C. Jensen, and M. Scholes, (1972), The Capital Asset Pricing Model: Some Empirical Tests. Studies in the Theory of Capital Markets, M. C. Jensen, ed. New York: Praeger, 79-121.3. Healy, P.M., and K.G. Palepu (2001)Healy, P.M., and K.G. Palepu, (2001), Information Asymmetry, Corporate Disclosure, and the Capital Markets: A Review of the Empirical Disclosure Literature, Journal of Accounting and Economics 31, 405-440.4.Healy,P.M.,and K.G. Palepu (1993)Healy, P. M., and K.G.Palepu, (1993), The Effect of Firms Financial Disclosure Strategies on Stock Price, Accounting Horizon, 7(1), 1-12.1. (2003)2. Black, Jensen,and Scholes (1972)3.Beaver(1998)4.Benston(1980)5. Ball, R., S.P. Kothari, and A. Robin(2000)6. Eleswarapu, V., R. Thompson, and K.Venkataraman (2001)7. Healy, P.M., and K.G. Palepu (2001)8. Heflin, F., K. R. Subramanyam, and Y. Zhang(2001)9. Healy, P. M., and K.G.Palepu (1993)10. La Porta, R., F. Lopez-de-Silanes, A.Shleifer, and R. Vishny(2000)11. Morck, R., B. Yeung, , and W. Yu (2000)12. Shleifer, A. and R. Vishny (1997)
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1.P6(8) ~HTML 2003.12http://www.cga.org.tw/docs/publication/newsletter/newsletter_08.htm2. P18(2002)::2002200420092002
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1. P1520031231http://www.cepd.gov.tw/dn.aspx?uid=8582.P22?(2005)http://www.sfi.org.tw/EDIS/
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(2003):9-13
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(2003)