Narrow search
Showing 1 - 10 of 44
Cover Image
Margin regulation and stock market volatility : further evidence from Japan, Korea and Taiwan
Yi, Sang-bin - In: Pacific-Basin finance journal 1 (1993) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10001158622
Cover Image
Margin regulation and stock market response : further evidence from the US and some Pacific-Basin countries
Yi, Sang-bin - In: Review of financial economics : RFE 1 (1991) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001139925
Cover Image
The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.; Lee, Sang Bin - 2004
Persistent link: https://www.econbiz.de/10001792333
Cover Image
Term structure movements and the pricing of corporate bond provisions
Yi, Sang-bin - 1985
Persistent link: https://www.econbiz.de/10000751932
Cover Image
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 18 (2008/09) 3, pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
Cover Image
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 17 (2007) 3, pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Cover Image
Valuation of credit contingent claims : an arbitrage-free credit model
Ho, Thomas S. Y.; Yi, Sang-bin - In: Journal of investment management : JOIM 7 (2009) 3, pp. 49-65
Persistent link: https://www.econbiz.de/10003874375
Cover Image
A closed-form multifactor binomial interest rate model
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 14 (2004) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10002155522
Cover Image
Does the October 1987 crash strengthen the co-movements among national stock markets?
Yi, Sang-bin - In: Review of financial economics : RFE 3 (1993) 1, pp. 89-102
Persistent link: https://www.econbiz.de/10001176189
Cover Image
Stock index futures listing and structural change in time-varying volatility
Yi, Sang-bin - In: The journal of futures markets 12 (1992) 5, pp. 493-509
Persistent link: https://www.econbiz.de/10001129996