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์ฝ”์Šค๋‹ฅ50์ฃผ๊ฐ€์ง€์ˆ˜ ํ˜„ยท์„ ๋ฌผ์‹œ์žฅ๊ฐ„์˜ ๊ฐ€๊ฒฉ๋ฐœ๊ฒฌ(Price Discovery)๊ธฐ๋Šฅ ์—ฐ๊ตฌ (A Study on Price Discovery in KOSDAQ50 Index Spot and Futures Markets)
Hong, Jung-Hyo - 2019
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” 2000๋…„ 1์›” 30์ผ๋ถ€ํ„ฐ 2004๋…„ 12์›” ๋ง๊นŒ์ง€ ์ฝ”์Šค๋‹ฅ50์ฃผ๊ฐ€์ง€์ˆ˜ ํ˜„๋ฌผ์‹œ์žฅ(spot market)๊ณผ ์ฝ”์Šค๋‹ฅ50์ฃผ๊ฐ€์ง€์ˆ˜ ์„ ๋ฌผ์‹œ์žฅ(futures market)๊ฐ„์˜ ๊ฐ€๊ฒฉ๋ฐœ๊ฒฌ๊ธฐ๋Šฅ์— ๊ด€ํ•œ ์‹ค์ฆ๋ถ„์„์„ ์‹ค์‹œํ•˜์˜€๋‹ค. ์ด๋ฅผ ์œ„ํ•˜์—ฌ Engle(1982) ๋ฐ...
Persistent link: https://www.econbiz.de/10012901253
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์—ฐ์‡„์™€ ๋ฐ˜์ „์˜ ๋ณ€๋™์„ฑํšจ๊ณผ์— ๊ด€ํ•œ ์‹ค์ฆ์—ฐ๊ตฌ : CHARMA๋ชจํ˜•์„ ์ด์šฉํ•˜์—ฌ (The Effects on Volatility of Sequences and Reversals-Applications of General CHARMA-)
Yoon, Jong-In - 2019
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” ์ฃผ๊ฐ€์ง€์ˆ˜200 ์ˆ˜์ต๋ฅ ์„ ๋Œ€์ƒ์œผ๋กœ ๊ณผ๊ฑฐ ์ถฉ๊ฒฉ์˜ ์—ฐ์‡„์™€ ๋ฐ˜์ „์ด ๋ณ€๋™์„ฑ์— ์ฐจ๋ณ„์ ์ธ ์˜ํ–ฅ์„ ๋ฏธ์ณ ์™”๋Š”๊ฐ€๋ฅผ ๋ณด์ด๊ณ ์ž ํ•˜์˜€๋‹ค. ์—ฐ์‡„(sequence)๋Š” ๊ณผ๊ฑฐ ์ถฉ๊ฒฉ์ด ๊ฐ™์€ ๋ฐฉํ–ฅ์œผ๋กœ ๋ฐœ์ƒํ•˜์˜€์Œ์„ ์˜๋ฏธํ•˜๋ฉฐ...
Persistent link: https://www.econbiz.de/10012901287
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์„ ๊ฑฐ๋ฅผ ํ†ตํ•œ ๋ถˆํ™•์‹ค์„ฑ ํ•ด์†Œ์— ๋Œ€ํ•œ ๋Œ€ํ•œ๋ฏผ๊ตญ ํˆฌ์ž์ž๋“ค์˜ ๋ฐ˜์‘ ์—ฐ๊ตฌ (Research on Korean Investor's Reaction to the Political Uncertainty Resolving)
Kim, KiHyung - 2019
Korean Abstract: ์„ ๊ฑฐ ๋“ฑ์˜ ์ •์น˜์  ์‚ฌ๊ฑด์€ ๊ฒฝ์ œ์— ๋ฏธ์น˜๋Š” ์˜ํ–ฅ์œผ๋กœ ์ธํ•ด ์ฃผ์‹์‹œ์žฅ ์ฐธ์—ฌ์ž๋“ค์—๊ฒŒ ๋งŽ์€ ๊ด€์‹ฌ์˜ ๋Œ€์ƒ์ด๋‹ค. ํˆฌ์ž์ž๋“ค์˜ ๋ฏธ๋ž˜ ์‹œ์žฅ ์ƒํ™ฉ์— ๋Œ€ํ•œ ๊ธฐ๋Œ€๋ฅผ ์˜ต์…˜๊ฑฐ๋ž˜ ์ •๋ณด๋กœ๋ถ€ํ„ฐ ์ถ”์ถœํ•œ ์œ„ํ—˜์ค‘๋ฆฝ ํ™•๋ฅ ๋ถ„ํฌ๋ฅผ ํ†ตํ•ด...
Persistent link: https://www.econbiz.de/10012901333
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๊ฑฐ๋ž˜์Šน์ˆ˜ ์ธ์ƒ์ด KOSPI 200 ์˜ต์…˜์‹œ์žฅ์˜ ๊ฐ€๊ฒฉ๋ฐœ๊ฒฌ๊ธฐ๋Šฅ์— ๋ฏธ์น˜๋Š” ํšจ๊ณผ (Increase of Option Multiplier and Price Discovery in KOSPI 200 Spot and Option Markets)
Lee, Woo-Baik - 2019
radical shrinkage of liquidity in KOSPI 200 options market. This paper examines the effect of the increase of option โ€ฆ the price discovery process is more strong in the high liquidity sample rather than the low liquidity sample, and (4) the โ€ฆ sharp shrinkages in liquidity due to new multiplier โ€ฆ
Persistent link: https://www.econbiz.de/10012901374
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๊ฐœ๋ณ„์ข…๋ชฉ์˜ ๋งค๋งค๊ฑฐ๋ž˜ ์ค‘๋‹จ์ œ๋„์˜ ํšจ๊ณผ ๋ถ„์„ : ํ•œ๊ตญ๊ฑฐ๋ž˜์†Œ ๋‹จ๊ธฐ๊ณผ์—ด์™„ํ™”์žฅ์น˜์˜ ์‚ฌ๋ก€ (A Study on the Effect of Individual Trading Halts: Case of โ€˜The Measures to Ease Temporary Overheatโ€™ in KRX)...
Lee, Woo-Baik - 2019
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” ํ•œ๊ตญ๊ฑฐ๋ž˜์†Œ๊ฐ€ 2012๋…„ 11์›”๋ถ€ํ„ฐ ๋„์ž…ํ•œ โ€˜๋‹จ๊ธฐ๊ณผ์—ด์™„ํ™”์žฅ์น˜' ์‚ฌ๋ก€๋ฅผ ํ‘œ๋ณธ์œผ๋กœ ๊ฐœ๋ณ„์ข…๋ชฉ์˜ ๋งค๋งค๊ฑฐ๋ž˜์ค‘๋‹จ ์ œ๋„์˜ ์‹คํšจ์„ฑ์„ ๊ฒ€์ฆํ•œ๋‹ค. ์ฃผ์š” ์‹ค์ฆ๊ฒฐ๊ณผ๋Š” ๋‹ค์Œ๊ณผ ๊ฐ™๋‹ค: ์ฒซ์งธ, ์™„ํ™”์žฅ์น˜์˜ ๋ฐœ๋™์ด ์˜ˆ๊ณ ๋œ ์ข…๋ชฉ...
Persistent link: https://www.econbiz.de/10012901397
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์‹ ์šฉ๋“ฑ๊ธ‰ ํ•˜๋ฝ ์กฐ๊ฑด๋ถ€ ์ฑ„๊ถŒ์˜ ๊ฐ€์น˜ํ‰๊ฐ€(A Practical Valuation of the Rating-triggered Bond)
Lee, Sang-Heon - 2018
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” ๋ฐœํ–‰์ž์˜ ์‹ ์šฉ๋“ฑ๊ธ‰์ด ์ผ์ •ํ•œ ๋“ฑ๊ธ‰ ์ดํ•˜๋กœ ํ•˜๋ฝํ•  ๊ฒฝ์šฐ 1) ๋†’์€ ๋“ฑ๊ธ‰์˜ ์ฑ„๊ถŒ์„ ๋‹ด๋ณด๋กœ ์ œ๊ณตํ•  ๋ฐœํ–‰์ž์˜ ์˜๋ฌด ๋˜๋Š” 2) ์กฐ๊ธฐ์ƒํ™˜์„ ์š”๊ตฌํ•  ํˆฌ์ž์ž์˜ ๊ถŒ๋ฆฌ๊ฐ€ ๋ฐœ์ƒํ•˜๋Š” ์ฑ„๊ถŒ์˜ ๊ฐ€์น˜ํ‰๊ฐ€ ๋ฐฉ๋ฒ•์„ ์‹ค๋ฌด์ ์ธ...
Persistent link: https://www.econbiz.de/10012906291
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ํ†ตํ™”์„ ๋ฌผ์„ ์ด์šฉํ•œ ํ™˜์œ„ํ—˜๊ด€๋ฆฌ ๋ฐฉ์•ˆ ์—ฐ๊ตฌ : ์›์—” ๋ฐ ์›์œ ๋กœํ™” ํ†ตํ™”์„ ๋ฌผ์‹œ์žฅ์„ ์ค‘์‹ฌ์œผ๋กœ (Estimation of the Hedge Performance of the Won/Yen Futures and Won/Euro Futures Markets)...
Hong, Jung-Hyo - 2018
Korean Abstract: ๋™ ์—ฐ๊ตฌ๋Š” ์›์—” ๋ฐ ์›์œ ๋กœํ™” ํ˜„๋ฌผํฌ์ง€์…˜(spot position)๋ณด์œ ์— ๋”ฐ๋ฅธ ํ™˜๋ฆฌ์Šคํฌ๊ด€๋ฆฌ๋ฅผ ์œ„ํ•˜์—ฌ ์›์—” ๋ฐ ์›์œ ๋กœ ํ†ตํ™”์„ ๋ฌผ์‹œ์žฅ์˜ ์ง์ ‘ํ—ค์ง€ ์œ ์šฉ์„ฑ์— ๋Œ€ํ•œ ์‹ค์ฆ๋ถ„์„์„ ์‹ค์‹œํ•˜์˜€๋‹ค. ์ด๋ฅผ ์œ„ํ•˜์—ฌ 2006๋…„ 5์›” 26์ผ๋ถ€ํ„ฐ 2008๋…„...
Persistent link: https://www.econbiz.de/10012933185
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์ €์ถ•์€ํ–‰ ๋ถ€์‹ค์˜ˆ์ธก ๋ชจํ˜•์˜ ๋จธ์‹ ๋Ÿฌ๋‹ ๊ธฐ๋ฒ•์œผ๋กœ์˜ ์ „ํ™˜๊ณผ ์˜ˆ์ธก๋ ฅ ๊ฐœ์„ ์˜ ์ฃผ์š” ์š”์ธ (A Transition to Financial Distress Prediction Machine Learning Model and Determinants of Forecast Accuracy)...
Lee, Sang-Heon - 2022
Korean Abstract: ๋ณธ ์—ฐ๊ตฌ๋Š” ๊ธฐ์กด์˜ ๊ธˆ์œต๊ธฐ๊ด€ ๋ถ€์‹ค์˜ˆ์ธก ๋ชจํ˜•์„ ๋จธ์‹ ๋Ÿฌ๋‹ ๊ธฐ๋ฒ•์œผ๋กœ ์ „ํ™˜ํ•  ๋•Œ ํ•„์š”ํ•œ ์ ์šฉ ๋ฐฉ๋ฒ•๋ก ์„ ์ฒด๊ณ„์ ์œผ๋กœ ์ •๋ฆฌํ•˜๊ณ  ์ €์ถ•์€ํ–‰์„ ๋Œ€์ƒ์œผ๋กœ ํ•œ ์‹ค์ฆ๋ถ„์„์„ ํ†ตํ•ด ๋Œ€ํ‘œ์ ์ธ ๋จธ์‹ ๋Ÿฌ๋‹ ๊ธฐ๋ฒ•์˜ ์˜ˆ์ธก๋ ฅ ๊ฐœ์„  ํšจ๊ณผ๋ฅผ...
Persistent link: https://www.econbiz.de/10013309506
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Arbeitssucht : Skizze der theoretischen Grundlagen fรผr eine vergleichende empirische Untersuchung
Heide, Holger - 1999
Persistent link: https://www.econbiz.de/10001436893
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Sanลup-yลn'gu
Sลul - Nachgewiesen 3.1997 -
Persistent link: https://www.econbiz.de/10001363604