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Transactions of the National Pension Service of Korea in the KOSPI200 futures market
Published 2021-06-01“…Seonmul yeongu…”
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Capital immobility and rollover risk in debt markets
Published 2023-03-01“…Seonmul yeongu…”
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4
Valuation of step-down knock-in in one stock linked security using numerical and Monte Carlo integration
Published 2023-03-01“…Seonmul yeongu…”
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Economic policy uncertainty and overinvestment: evidence from Korea
Published 2021-11-01“…Seonmul yeongu…”
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Optimal investment with time-varying transition probabilities for regime switching
Published 2021-06-01“…Seonmul yeongu…”
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Network-based measures of systemic risk in Korea
Published 2023-08-01“…Seonmul yeongu…”
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Long-term underperformance of public versus rights offering firms
Published 2022-02-01“…Seonmul yeongu…”
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Monetary policy effects on equity returns: application of SVAR identified with high-frequency external instrument
Published 2021-11-01“…Seonmul yeongu…”
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Investment strategy via analyst report text mining
Published 2023-06-01“…Seonmul yeongu…”
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CAPM verification using overnight and daytime returns
Published 2020-12-01“…Seonmul yeongu…”
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Cross-currency credit spreads: harvesting the idiosyncratic basis as a source of ARP
Published 2022-04-01“…Seonmul yeongu…”
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Improved iterative methods for solving risk parity portfolio
Published 2022-04-01“…Seonmul yeongu…”
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14
How does sovereign bond volatility interact between African countries?
Published 2022-10-01“…Seonmul yeongu…”
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Changes in repo markets and the necessity for CCPs in Korea
Published 2024-03-01“…Seonmul yeongu…”
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Predicting Korea’ business-cycle regimes using OnBid auction data
Published 2021-06-01“…Seonmul yeongu…”
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The effect of uncertainty on the information content of term spread and its components
Published 2021-03-01“…Seonmul yeongu…”
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18
Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis
Published 2021-11-01“…Seonmul yeongu…”
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The optimal insurance demand under an ambiguity aversion
Published 2022-10-01“…Seonmul yeongu…”
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Market impact cost asymmetry of the National Pension Service and its determinant analysis
Published 2022-07-01“…Seonmul yeongu…”
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