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Showing results 1 to 21 of 21

Issue DateTitleAuthor(s)Type
2020A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX윤재호Article
2019Bond risk premia in a small open economy with volatile capital flows: The case of Korea윤재호Article
2020Density Forecast Evaluations via a Simulation-Based Dynamic Probability Integral Transformation윤재호Article
2016Forecasting Realized Volatility of Korean Financial Market전규연Master's Thesis
2023International linkages of term structures: US and Korea Treasury bond yields윤재호Article
2012Macro-finance term structure analysis using structural vector autoregression윤재호Article
2014Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models윤재호Article
2013Monetary Aggregates and the Central Bank's Financial Stability Mandate윤재호Article
2014Multivariable GARCH모형을 이용한 국내 은행시장의 시스템 리스크 측정송보라Master's Thesis
2014Out-of-sample density forecasts with affine jump diffusion models윤재호Article
2020Term premia in affine term structure models with unspanned macroeconomic factors: The case of Korea윤재호Article
2016The effect of banking sector’s business conditions on the transmission mechanism of monetary policy윤재호Article
2018Value-at-Risk 예측김아영Master's Thesis
2020Variance risk premium in a small open economy with volatile capital flows: The case of Korea윤재호Article
2019금융시장과 실물시장간 시스템 리스크 전이의 계량적 분석오수진Master's Thesis
2022미국 통화정책이 한국 경제에 미치는 파급효과홍예림Master's Thesis
2014소비자물가, 산업생산지수에 대한 유가충격의 비대칭성 분석김시영Master's Thesis
2017아시아 주식시장 간의 전이효과 분석유규현Master's Thesis
2016은행권 및 비은행권 금융기관들의 주가 수익률 전이효과 분석강승민Master's Thesis
2014중국과 아시아 국가(지역)주식시장 간의 동조화 현상 분석RAN QINGYINGMaster's Thesis
2016통화정책의 파급경로에 관한 연구최민지Master's Thesis