APAD 자료실
Session 22-02 : Event and Financial Stability
작성자 관리자
등록일2014.09.18
조회수2161
Session Chair: Sung Hwan Shin (Hongik Univ.)
1. Robust Portfolio Management with Risk Limits
Bong-Gyu Jang (POSTECH)
Seyoung Park (POSTECH)
2. Liquidity Hedging with Futures and Forward Contracts
Yong Jae Shin
(Hankyong National Univ.
Unyong Pyo (Brock Univ.)
3. Systematic Cyclicality of Systemic Bubbles:
Evidence from the U.S. Commercial Banking System
Myeong Hyeon Kim (Korea Univ.)
Baeho Kim (Korea Univ.)
4. The Impact of Terrorism on Financial Markets:
Evidence from Asia
Faheem Aslam (Hanyang Univ.)
1. Robust Portfolio Management with Risk Limits
Bong-Gyu Jang (POSTECH)
Seyoung Park (POSTECH)
2. Liquidity Hedging with Futures and Forward Contracts
Yong Jae Shin
(Hankyong National Univ.
Unyong Pyo (Brock Univ.)
3. Systematic Cyclicality of Systemic Bubbles:
Evidence from the U.S. Commercial Banking System
Myeong Hyeon Kim (Korea Univ.)
Baeho Kim (Korea Univ.)
4. The Impact of Terrorism on Financial Markets:
Evidence from Asia
Faheem Aslam (Hanyang Univ.)