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11.
  总被引:1,自引:0,他引:1  
This paper proposes a prediction method based on an ordered semiparametric probit model for credit risk forecast. The proposed prediction model is constructed by replacing the linear regression function in the usual ordered probit model with a semiparametric function, thus it allows for more flexible choice of regression function. The unknown parameters in the proposed prediction model are estimated by maximizing a local (weighted) log-likelihood function, and the resulting estimators are analyzed through their asymptotic biases and variances. A real data example for predicting issuer credit ratings is used to illustrate the proposed prediction method. The empirical result confirms that the new model compares favorably with the usual ordered probit model.  相似文献   
12.
    
We investigate the relation between idiosyncratic asset risk and debt maturity dispersion. Idiosyncratic asset volatility represents significant risk, which can impede the ability to obtain or maintain external debt financing necessary for business operations, and is difficult to control given its unpredictable nature. We find that this risk is managed through the maturity structure of debt: firms with higher idiosyncratic asset volatility also have more dispersed maturity structures. Consistent with active management of rollover risk, this relation is weaker for younger firms and stronger for firms without significant credit lines.  相似文献   
13.
    
This study examines the timing and speed with which inflation futures prices absorb inflation information. Results of the study show that inflation futures prices already reflect the expected inflation. Moreover, 71% of unexpected inflation has been reflected in futures prices about 25 business days prior to the Consumer Price Index (CPI) announcement, which usually coincides with the end of the CPI measurement period. Reaction to the remaining 29% occurs on and shortly after the CPI announcement date, especially on day 0 and day 2. The inflation risk premium that investors are willing to pay to avoid uncertain inflation is estimated to be 1.41% per annum.  相似文献   
14.
林矗 《发展研究》2002,(4):36-38
一、客观审视“比较优势”理论 “比较优势”的概念是国际贸易经济学的核心。传统的国际贸易理论主要包括古典派的“比较利益论”和现代派的“要素禀赋论”。传统的国际贸易理论强调贸易的发生是由于比较优势的差异,焦点在于有关生产要素的机会成本。这些要素包括土地、  相似文献   
15.
In the world production chain there is a small economy that outsources production to its upstream, sells intermediate goods to its downstream and consumes imported final goods. It is shown that in responding to shocks from demand for intermediate goods, from the wage rate in the upstream and from the currency exchange rate between the upstream and downstream countries, the monetary policy of the small country is insignificant in the sense that any attempt of changing its monetary stance to raise national welfare will be offset by the movements of exchange rates.  相似文献   
16.
乌克兰危机的爆发,有极其复杂的国内因素的原因。同时,它更是以美国为首的西方和俄罗斯在地缘政治上博弈的结果。乌克兰危机对国际形势的影响虽然不如舆论界预期那么大,但它可能会影响美国"重返亚太"战略的部署和进度。中国应当冷静观察,沉着应对。在始终坚持"以经济建设为中心"的基础上,坚定既有原则立场,强调尊重独立国家的主权和领土完整,坚决反对干涉内政,同时也要积极有所作为,为政治解决乌克兰危机,发挥独特的大国作用。  相似文献   
17.
The expansion of the higher education sector and the structural changes in the Hong Kong economy in the late 1980s raise the issue of the incidence of overeducation in the Hong Kong labor market. Using the 1991 Hong Kong Census, and the 1986 and 1996 Hong Kong By‐census data, the present study finds that the incidence of overeducation in Hong Kong is only a temporary phenomenon. The rate of return to education increased, while the premium to overeducation decreased, between 1986 and 1996. It also finds that there is a tradeoff relation between education and experience.  相似文献   
18.
产业园区要实现其运营目标和服务功能,良好的基础设施是首要具备的条件。基础设施建设资金的不足和融资渠道的匮乏,影响并制约了广西农垦产业园区的开发与建设。为了促进农垦经济又好又快地发展,提高投资效率,应当针对经营性、准经营性及非经营性基础设施项目的各自特点选择适宜的融资模式,并不断探索、发展新型融资模式,拓宽融资渠道,促进农垦产业园区的发展。  相似文献   
19.
和谐心理,是指个体内部各个心理机能之间配合的适当、协调或匀称的心理,它是以个体的心理健康为核心,以心理素质各要素之间的协调为标志,以个体心理素质的可持续健康发展为远景,是一种健康、协调、发展的心理.在深入贯彻落实科学发展观的趋势下,培养高校学生和谐心理具有积极的现实意义.它是构建和谐社会的重要内容,是促进人的全面发展的重要内涵,是高校思想政治工作的重要目标.培养和谐心理赋予高校思想政治工作新的内涵,要求高校思想政治工作必须积极关注学生的心理需求,必须符合学生的心理动因,必须把握学生的身心规律,必须在理念、方法、环境等方面不断创新.  相似文献   
20.
This paper examines travelers’ preference for airline livery design, which is an important component of sensory experience for tourists. Based on surveys of both U.S. and South Korean respondents, this study finds that airline livery preference depends on travel purpose (i.e. business vs. vacation). Designs preferred by the two travel segments differ in terms of color tone, hue, line, and shape. Business traveler-preferred designs signal punctual, efficient, classy, and safe service; while vacation traveler-preferred designs elicit feelings of fun, friendly, and exotic service. It is also shown that travelers prefer airline livery that is congruent with their situational self-image, depending on the travel occasion at hand. In fact, self-image congruency of design is approximately half of the variance in airline livery preference. Finally, results show that self-image congruency also increases perceived service quality.  相似文献   
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