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6 research outputs found

A Study on Financial Factors Influenced to Volatility

Author: 심호석
이원흠
임태균
조담
Publication venue: 'The Korea Academy of International Business Education'
Publication date
Field of study

The Relationship between the U. S. Stock Market Volatility and Korean Stock Market Volatility

Author: Boudoukh J.
Cho D.
Fama E.
Glosten L.
Hong C.H.
Hwang S.
Kim S.
Miyakoshi T.
Nam J.H.
남주하
조담
홍정효
Publication venue: 'Asia-Europe Perspective Association'
Publication date
Field of study

Risk Analysis Using Copula-VaR Model

Author: Bali T. G.
Helder P. P
Kupiec P.
Longin F. M.
Poon S
Sarma M.
김명직
김은정
김태혁
여성칠
오세경
옥기율
이상훈
이호
조담
홍종선
황가흥
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Responses of Stock Market to Real Estate Policy Announcements in Korea

Author: Brown M.
Brown S.
Chakravarty S.
Chan K.
Dodd Paul
Gerlach S.
Gimmeno R.
Hamao Y.
Hodgson A.
Liang Q.
Oikarinen E.
Okunev J.
Ullah A.
곽승준
김서경
김윤영
김주일
김주일
김찬웅
박경서
서승환
이규금
이재하
조담
최종연
한덕희
한덕희
홍정효
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

False Discoveries in Liquidity Timing of Korean Equity Funds

Author: Acharya V. V.
Amihud Y.
Barras L.
Brown S.
Busse J. A.
Carhart M. M.
Cuthbertson K.
Elton E.
Fama E.
Fleming J.
Goetzmann W. N.
Kim S.
Pastor L.
Politis D. N.
Politis D. N.
Wermers R.
김상배
김상배
박영규
서상원
양철원
우춘식
조담
조영석
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Empirical Comparison of Value Premium Factor and Firm-volatility Premium Factor

Author: Abel A. B.
Bansal R.
Berk J. B.
Breeden D. T.
Brennan M. J.
Campbell J.
Campbell J.
Campbell J.
Campbell J. Y.
Campbell. J.
Chen N. F.
Constantinides G. M.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Fama E. F.
Flannery M. J.
French K. G.
Friend I.
Gibbons M. R.
Hahn J.
Huang W.
Jagannathan R.
Jegadeesh N.
Kandel S.
Keim D.
Lakonishok J.
Lettau M.
Lettau M.
Lettau M.
Liew J.
Lintner J.
Lintner J.
Lucas R. E. Jr.
MacKinlay A. C.
Merton R. C.
Merton R. C.
Perez-Quiros G.
Petkova R.
Ross S.
Santos
Sharpe W.
Sundaresan S. M.
Vassalou M.
Whitelaw R.
Zhang L.
구본열
구본열
국찬표
김동철
송영출
옥기율
윤상용
윤상용
조담
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

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