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.)
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