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Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho - In: Journal of international money and finance 93 (2019), pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
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International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho - In: Journal of international money and finance 138 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
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The tail risk premia of the carry trades
Dupuy, Philippe - In: Journal of international money and finance 59 (2015), pp. 123-145
Persistent link: https://www.econbiz.de/10011478289
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The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho - In: Journal of empirical finance 18 (2011) 5, pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
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Attractive and non-attractive currencies
Dupuy, Philippe; James, Jessica; Marsh, Ian W. - In: Journal of international money and finance 110 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012794951