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关于我国无风险收益率选择研究 总被引:1,自引:0,他引:1
CAPM、APT等经济模型中都使用了——无风险收益率概念,但我国目前无论在学术界还是在实务界对无风险收益率的选择都相去甚远。本文提出了在借鉴美国投资者无风险收益率选择成功经验的基础上通过分析研究,努力找到符合标准并在我国适用的无风险收益率。 相似文献
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成本收益法是计量教育收益率比较普遍的方法,运用此方法时,基准贴现率的合理选择十分重要.此外,由于个人未来工资收入的数据收集比较困难,本文则尝试运用等额年金现值系数对硕士研究生的收益增量进行贴现,从而计量硕士研究生教育的个人收益率. 相似文献
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近年来,非参数分析方法广泛应用于计量经济学模型的研究中。本文将非参数回归模型应用于股票收益率的研究中,通过非参数半参数回归技术研究泸州老窖和深证成指日收益率之间的相关性,研究表明泸州老窖日收益率和深证成指日收益率的波动关系较小。 相似文献
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成交量能解释收益率的GARCH效应吗:中国市场的实证 总被引:7,自引:0,他引:7
GARCH模型所刻画的收益率波动集聚特性的理论解释归因于交易信息流量的自相关结构。本文把成交量及其滞后项作为交易信息流量的替代指标,将其引入条件方差的动态模型,试图检验成交量对收益率GARCH效应的解释作用,中国市场指数的实证发现务件波动与同期交易量呈显著正相关,表明交易量及其滞后项中附含有额外的关于股票收益率方差的信息,但收益波动持续性依然很强,意味着交易量可能并不能作为交易信息流量的完全替代,亦可能是波动持续背后可能还有其他未知的解释因素。 相似文献
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Roope Uusitalo 《Labour economics》1999,6(4):201
This study presents estimates of the return to education in Finland using an individual-level data set that also includes ability measures and information on family background. It is found that ability test scores have a strong effect on the choice of education and on subsequent earnings. Estimating the return to education with no information on ability leads to an upward bias in the estimates. However, this bias is more than offset by a downward bias caused by endogeneity or measurement error. Instrumental variables estimates that utilize family background variables as instruments produce estimates of the return to schooling that are approximately 60% higher than the least squares estimates. 相似文献
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本文建立了一个规模报酬递增的增长模型,用以解释李约瑟之谜,即“为什么工业革命没有发生在中国,而是发生在西欧”。模型结果显示,在农业社会,人口增长率越高,技术进步速率越快。不过,到工业革命前夕,技术进步内在机制发生变化,人口增长率与技术进步速率呈负相关关系,却与人口存量呈正相关关系。这一改变是李约瑟之谜的症结所在。 相似文献
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本文利用主成份分析法,探讨了影响中小企业板新股初始收益率的主要因素,测度了各因素对初始收益率的贡献度。发现初始收益率主要取决于一、二级市场状况,而内在价值、盈利成长性等关键财务指标,对初始收益率的影响力居于次要地位。 相似文献
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Causal Effects in Education 总被引:1,自引:0,他引:1
Dinand Webbink 《Journal of economic surveys》2005,19(4):535-560
Abstract. In recent years, a wave of new studies on the effects of educational interventions on student performance has emerged. The realization that inputs in the education process are endogenous is important for the validity of traditional findings. Because of ignoring endogeneity bias, all traditional estimates might be wrong. Recent studies exploit exogenous variation in interventions in education produced by controlled or natural experiments. Results generated by this methodological innovation differ substantially from the traditional findings. This article reviews this new literature, illustrates new methods for identifying causal effects of interventions in education and compares the findings with the traditional literature. 相似文献
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《Spatial Economic Analysis》2013,8(1):23-44
Abstract It is thought that policies aimed at encouraging the accumulation of human capital in less productive regions can constitute a key factor in development. However, the effectiveness of this policy depends in large part on each region's capacity to give returns to human capital. The aim of this article is to demonstrate the existence of substantial spatial variations in private and aggregate returns to human capital, indicating that development policies based on stimulating the accumulation of education differ in effectiveness. Results for the Spanish regions suggest that regional variations in social returns are greater than those in private returns. 相似文献
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本文研究商务英语专业创业教育融入专业教育的有效途径,改进教师教学理念及方法,优化课程设置,构建基于内容依托教学的创业教育与专业教育一体化有效模式。 相似文献
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研究目标:揭示我国网络基础设施资本回报率的区域差异及其空间收敛性。研究方法:采用生产函数法测算出1993~2019年全国、分区域和分省份的网络基础设施资本回报率,并运用Dagum基尼系数及其分解方法,揭示网络基础设施资本回报率的区域差异,进一步借助收敛模型、普通面板模型、空间面板模型,检验其收敛性。研究发现:中国网络基础设施资本回报率在样本期间呈波动下降趋势,且平均值由东向西呈梯次降低态势。除中部地区内部差异呈波动下降趋势外,全国整体以及东部、西部地区均呈上升态势;三大区域间差异也均呈波动上升趋势。区域间差异是产生如此差异的最主要来源,区域内差异次之,超变密度最小。就收敛特征而言,仅东部地区存在显著σ收敛;全国和三大区域均存在绝对β收敛和条件β收敛,且在后者时收敛速度都相对更大;然而,进入工业化后期后,全国整体的β收敛趋势已不存在。研究创新:较早聚焦网络基础设施资本回报率,刻画并测度其空间分布和区域差异,检验其σ收敛、β收敛,探究促进收敛的影响因素。研究价值:对于缩小网络基础设施资本回报率的区域差异、促进区域间网络基础设施的协调发展具有重要意义。 相似文献
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This study investigates how injured workers evaluate the fairness of the workers' compensation claims process and how that evaluation affects the decision to formally dispute their claim. Survey and administrative data are used to test a model where individuals are hypothesized to base their overall impression of the fairness of the process based on dimensions of procedural justice criteria. They are then hypothesized to decide whether to formally dispute the claim based on a combination of procedural fairness concerns and whether or not they returned to work with the same employer. The implications of the results for structuring the workers' compensation claims process are then discussed. 相似文献