APAD 자료실
Session 22-06 : Financial Econometrics
작성자 관리자
등록일2014.09.18
조회수2246
Session Chair: Young Soo Choi (Hankuk Univ. of Foreign Studies)

1. Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index
Futures

Jing Chen (Peking Univ.)
Yu-Jane Liu (Peking Univ.)
Lei Lu (Peking Univ.)
Ya Tang (Peking Univ.)

2. Time Varying Comovements between U.S. and Asia-Pacific REIT ETFs
Bum Suk Kim (Far East Univ.)

3. Common Deviation and Regime-dependent Dynamics in the Index Derivatives Markets

Jaeram Lee (KAIST)
Jangkoo Kang (KAIST)
Doojin Ryu (Chung-Ang Univ.)
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