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Browsing "사회과학대학" byAuthor윤재호
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Showing results 1 to 11 of 11
Issue Date
Title
Author(s)
Type
2020
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
윤재호
Article
2019
Bond risk premia in a small open economy with volatile capital flows: The case of Korea
윤재호
Article
2020
Density Forecast Evaluations via a Simulation-Based Dynamic Probability Integral Transformation
윤재호
Article
2023
International linkages of term structures: US and Korea Treasury bond yields
윤재호
Article
2012
Macro-finance term structure analysis using structural vector autoregression
윤재호
Article
2014
Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models
윤재호
Article
2013
Monetary Aggregates and the Central Bank's Financial Stability Mandate
윤재호
Article
2014
Out-of-sample density forecasts with affine jump diffusion models
윤재호
Article
2020
Term premia in affine term structure models with unspanned macroeconomic factors: The case of Korea
윤재호
Article
2016
The effect of banking sector’s business conditions on the transmission mechanism of monetary policy
윤재호
Article
2020
Variance risk premium in a small open economy with volatile capital flows: The case of Korea
윤재호
Article
1
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