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We investigate 589 production suspension announcements during from 2000 to 2015 in Korea to identify determinants of …
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-type stress testing by using the fitted asset price models. In so doing, we use data from Korea and U.S. so that asset price …
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the recently published VKOSPI (in Korea) – and their stock market indices, the authors find an asymmetric volatility …
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model-free implied volatility indices - VIX (the U.S.) and VKOSPI (Korea) - and their corresponding stock market indices, we …
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