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Korean Journal of Financial Studies 2004;33(4):135-173.
Published online December 31, 2004.
An Empirical Test on the Effectiveness of Market Timing Strategies Based on Term Premiums
Yoo Sung Kim, Young S. Park, Jung Jin Lee
장단기금리스프레드를 이용한 주식시장 마켓타이밍 전략의 유용성에 관한 실증분석
김유성, 박영석, 이정진
Key Words: 금리스프레드,마켓타이밍,주식매매신호,포트폴리오전략,Interest rate spread,Market timing,Portfolio strategy,Probit 모형,Probit model,Stock trade signal


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