 |
 |
Previous issues
- Page Path
-
- HOME
- BROWSE ARTICLES
- Previous issue
|
- The KOSPI200 Implied Volatility Index: Evidence of Regime Switches in Volatility Expectations
- Nabil Maghrebi, Moo Sung Kim, Kazuhiko Nishina
- Korean J Financ Stud. 2007;36(2):163-187. Published online April 30, 2007
-
- Bank Subordinated Notes and Debentures under Deposit Insurance System
- Jung Bum Wee
- Korean J Financ Stud. 2007;36(2):189-222. Published online April 30, 2007
-
- Loss Given Default Modeling under the Asymptotic Single Risk Factor Assumption
- Joo Cheol Kim, Woo Hwan Kim, Ki Hyung Kim
- Korean J Financ Stud. 2007;36(2):223-236. Published online April 30, 2007
-
- The Power and Misspecification of the Models Measuring Long-Run Security Price Performance: The Case of Korea Stock Market
- Hyung Chan Jung
- Korean J Financ Stud. 2007;36(2):237-280. Published online April 30, 2007
-
- The Impact of Program Trading on Stock Returns
- Hyuk Choe, Sun Heum Yoon
- Korean J Financ Stud. 2007;36(2):281-320. Published online April 30, 2007
-
- Editorial Office
-
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615 Fax: +82-2-783-6539 E-mail: office@e-kjfs.org
Copyright © 2024 by Korean Securities Association.
