Working Paper
Date
Author
Title
Attachment
2016-10-31  Seog, S. Hun  Economics of Microinsurance
2016-10-31  Keunkwan Ryu  Call Timing of Callable Non-convertible Bonds: A Survival Analysis
2016-10-31  Soyoung Kim  What are the Effects of Monetary Policy Shock? Sign Restrictions and Endogeneity of Monetary Policy Actions
2015-12-31  Woo Jin Chang  Measuring systemic risk via Marginal Expected Shortfall based on the nonlinear correlation of asset returns
2015-12-31  Yeongseop Rhee  Continuous-Time Interest Rate Differential Models
2015-12-31  Ok-Rial Song  Law and Economics of Banking III
2015-11-12  Bokhyeon Back  Who Classifies Interest Payments as Financing Activities
2015-12-31  Frank Chongwoo Park  Deep Learning-Based Stock Market Feature Extraction and Clustering
2015-12-31  Hyeok Joon Rho  How to Design Securities Holding System? - Intermediated Share Holding from Legal Perspective
2014-12-31  ByoungSeon Choi, Dongwoo Sheen  On Approximation of Double Barrier Option
2014-11-10  Woojin Chang  Multifractal regime detecting method for financial time series
2014-12-31  Ok-Rial Song  Law and Economics of Banking II
2015-03-19  Woojin Kim  Do Institutional Investors Exacerbate Positive Feedback Trading? Evidence from "Theme" Stocks
2014-05-08  Tack Yun  Balance-of-Payments Shocks and Central-Bank Swap Lines in a Small Open Economy
2014-04-01  Byoung Seon Choi, Dongwoo Sheen  On the CRS as a discount rate for FX derivative pricing
2013-12-01  Ok-Rial Song  Law and Economics of Banking I
2013-11-01  Jung-Wook Kim  Adverse Selection in Private Loan Market in Korea
2013-01-11  Bokhyeon Back, Young Jun Kim  Volatility arbitrage around earnings announcements; Evidence from the Korean equity linked
2013-11-01  Keunkwan Ryu, Ki Beom Binh  Some useful models for failure time under stochastic monotonicity
2013-04-01  Woo Jin Kim  Free Lunches for Insiders under Investor Inertia and Limited Arbitrage