Studies of Portfolio Behavior, Vydání 20

accounts payable Acquisition yield adjustment analysis average bank's behavior bill rate bond holdings borrowers canonical correlation cash and securities cash holdings cent of bond Ceteris paribus change in cash companies cost Cowles Foundation current ratio default risk demand deposits dollars durable economic effects elasticity estimated expected explained variance F-ratio Federal Reserve Figure finance funds Governments Home Owners Renters households hypothesis income independent variables Industrials interest rates inventories investment James Tobin liquid assets liquidity balance loan offer function loan rate long maturities long-run long-term maturity yield function mean mortgage negative observations portfolio prime rate profits purchase rate of interest rates of return receivables Regression Coefficients regression equations relation relationship residual variance sample security holdings separate intercepts short-run short-term bank loans significant significantly spending units standard errors stocks stocks and flows Table term loans terms of lending total assets transactions zero