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º£ÀÌÁö¾ð DSGE Á¢±Ù¹ý¿¡ ÀÇÇÑ ¿ì¸®³ª¶óÀÇ GDP°¸ ÃßÁ¤ ¹× Àü¸Á-¹Ú¹«È¯(±¹¹Î¿¬±Ý¿¬±¸¿ø) |
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Àü¼¼Á¦µµ°¡ ÅëÈÁ¤Ã¥¿¡ ÁÖ´Â ÇÔÀÇ- ÇÑ°æ¼ö(Çѱ¹ÀºÇà) |
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Leading Behavior of Interest Rate Term Spreads and Credit Risk Spreads in Korea- °û³ë¼±(¼°´ë), ±è¿ø±â(Univ. of Texas ¹Ú»ç°úÁ¤) |
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±¹³» ¿Üȯ-ÁֽĽÃÀåÀÇ °ü°è¿¡ ´ëÇÑ ¼ºêÇÁ¶óÀÓ »çÅÂÀÇ ¿µÇ⠺м®-±è±ÔÇü(Áß¾Ó´ë), ÀÌÈ¿Âù(Áß¾Ó´ë) |
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Real Exchange Rates ? Real Interest Rates Differentials Relationship in Korean Won vs US Dollar Before & After the East Asian Financial Crisis: 1991~2011-¹Ú±¸¿õ(ÀÎõ´ë) |
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±ÝÀ¶½ÃÀåÀÇ ½ÇÆÐ¿Í Á¤Ã¥±ÝÀ¶ÀÇ ¿ªÇÒ- ÀÌÁ¾¿í(¼¿ï¿©´ë), È«¼ø¿µ(Áß¼Ò±â¾÷¿¬±¸¿ø) |
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°¡°èºÎäÀÇ È®´ë¿¡ µû¸¥ ¸®½ºÅ© ¿äÀÎ ºÐ¼®-À¯°æ¿ø(»ó¸í´ë) |
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¿Ü±¹ÀΠä±Ç ¸Å¸ÅÀÇ ºñ´ëĪÀû °áÁ¤ ¿äÀÎ-±è¿µµµ(Çѱ¹±ÝÀ¶¿¬±¸¿ø), ÀÓÇüÁØ(Çѱ¹±ÝÀ¶¿¬±¸¿ø) |
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ÀºÇà ÀÌÇØ°ü°èÀÚµéÀÇ ÁöºÐ ¼ÒÀ¯±¸Á¶°¡ À§Çè¿¡ ¹ÌÄ¡´Â ¿µÇâ-À§Á¤¹ü(°æÈñ´ë), ±è¿µ½Ä(°æÈñ´ë ¹Ú»ç°úÁ¤) |
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A Deposit Insurer's Handling a Systemic Crisis-¿À½Â°ï(¿¹±Ýº¸Çè°ø»ç), Á¤Áö¸¸(»ó¸í´ë) |
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A Few Ways to Resolve Omnipresent Financial Disputes-À¯? Áø(ÇѾç´ë) |
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°³Çױ⠽ÃÀå°ú º¹¼öÈÆóÀÇ À¯Åë-¿ÀµÎȯ(ÀÎÇÏ´ë) |
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The Effect of Sarbanes-Oxley(SOX) Act on Retired CEO Director Quality-¼®¿ì³²(¿¡³ÊÁö°æÁ¦¿¬±¸¿ø), ÀÌâ¹Î(±¹¹Î´ë), °Çü±¸(ÇѾç´ë) |
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Product Market Competition and Ownership Structure in Business Groups: Evidence from the Korean Chaebols-º¯Èñ¼·(°í·Á´ë ¹Ú»ç°úÁ¤), ¹Ú°æ¼(°í·Á´ë), ÀÌÁöÇý(°í·Á´ë ¹Ú»ç°úÁ¤)? |
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What are the Main Channels of the Interaction between Product Market Competition and Corporate Governance that Affect Firm Value?-ÀÌÁöÇý(°í·Á´ë ¹Ú»ç°úÁ¤), ¹Ú°æ¼(°í·Á´ë), º¯Èñ¼·(°í·Á´ë ¹Ú»ç°úÁ¤) |
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±¹³»¿Ü ±ÝÀ¶½ÃÀåÀÇ ¿¬°è¼º ºÐ¼®: Qu and Perron °ËÁ¤À» Áß½ÉÀ¸·Î-À̱ٿµ(¼º±Õ°ü´ë), ±è³²Çö(¼º±Õ°ü´ë) |
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Country Fundamentals and the Cross-Section of Currency Excess Return- ±è´ëȯ(°Ç±¹´ë), ¼ÛÄ¡¿µ(±¹¹Î´ë) |
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Non-core Bank Liabilities and Financial Vulnerability-ÇÔÁØÈ£(¿¬¼¼´ë), ½ÅÇö¼Û(ÇÁ¸°½ºÅÏ´ë), ½Å°üÈ£(°í·Á´ë) |
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°æ±â¿Í À¯µ¿¼ºÀÌ ÀÚ¿µ¾÷ÀÚÀÇ ±ÝÀ¶ °ÇÀü¼º¿¡ ¹ÌÄ¡´Â ¿µÇâ : °¡¸ÍÁ¡ÁÖ ¸ÅÃâ µ¥ÀÌÅ͸¦ È°¿ëÇÏ¿© -¼Û¿¬È£(ÄÚ¸®¾ÆÅ©·¹µ÷ºä·Î¿¬±¸¼Ò), ¼Û»óÀ±(ÄÚ¸®¾ÆÅ©·¹µ÷ºä·Î¿¬±¸¼Ò), ±èÀçÈ«, ¹Úö¼ö, ½É¿¹¼Ö(½ÅÇÑÄ«µå) |
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Which is More Informative in Predicting Loss-Given-Default : Firm-specific Factors or Recovery Actions-ÇÑö¿ì(±ÝÀ¶ÄÁ¼³Æà CMPR), À念¹Î(½Å¿ëº¸Áõ±â±Ý) |
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Hedge Performances of Oil Futures Contracts Using Asymmetric Mixed Normal Dynamic Conditional Correlation Models-Á¤»ó±¹(ÀÎÁ¦´ë), ¿øÁ¾ÇÏ(ÀÎÁ¦´ë) |
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Structural Breaks and Long Memory: Forecasting the Volatility of Asian Stock Market-°»óÈÆ(ºÎ»ê´ë), À±¼º¹Î(ºÎ»ê´ë) |
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Price Dynamics under the Presence of Threshold Effects in Brent Crude Oil Markets- ±èÀº¿µ(ºÎ»ê´ë) |
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ÁÖÅýÃÀåÀÇ ±ÔÁ¦Á¤Ã¥(LTV?DTI)°ú °¡°èºÎä, ±×¸®°í ÁÖÅð¡°Ý¿¡ °üÇÑ ¿¬±¸-ÀÓ´ëºÀ(¿µ³²´ë) |
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½Å¿ëÄ«µå½ÃÀåÀÇ ¾ç¸é¼º°ú Â÷º°±ÝÁöÁ¶Ç×ÀÇ °ü°è ºÐ¼®: °¡°Ý±ÔÁ¦¿¡ ´ëÇÑ ÀÌ·ÐÀû ±Ù°Å-À̼ºº¹(±ÝÀ¶°¨µ¶¿ø) |
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À§Çè°¨¼öµµÀÇ ¼öÁØ°ú º¯µ¿ÀÇ °áÁ¤¿äÀÎ-¾ÈÁÖ¿±(Çѱ¹³ëµ¿¿¬±¸¿ø), ¼ºÁö¹Ì(Çѱ¹±â¼ú±³À°´ë)? |
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KOSPI200 ELW ½ÃÀå°¡°Ý°ú KOSPI200 ¿É¼Ç ½ÃÀå°¡°Ý°£ÀÇ Â÷ÀÌ ºñ±³¿Í ºÐ¼®-: Á¶Çö¿ì(ÇѾç´ë ¼®»ç°úÁ¤), °Çü±¸(ÇѾç´ë) |
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Analysis of Deviation and Correction of Covered Interest Parity in Korean FX/Swap Market-³²°Ç¿ì(ÇѾç´ë ¹Ú»ç°úÁ¤), °Çü±¸(ÇѾç´ë) |
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KOSPI200 °¡°Ý ±Þº¯µ¿ ¿¹Ãø¿¡ ´ëÇÑ ½ÇÁõ ¿¬±¸: ÆÄ»ý»óÇ° °Å·¡ Á¤º¸¸¦ Áß½ÉÀ¸·Î- °û³ë°É(ÇѾç´ë ¹Ú»ç°úÁ¤), °Çü±¸(ÇѾç´ë), Àü»ó°æ(ÇѾç´ë) |
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