APAD 자료실
Session 5 - 6
작성자 관리자
등록일2016.10.20
조회수2370
Session 5:
Macroeconomic Conditions and Credit Default Swap Spread Changes
Tong Suk Kim (KAIST)
Jaewon Park (Daishin Securities)
Yuen Jung Park* (Hallym Univ.)
The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns
Gi H. Kim* (Univ. of Warwick)
Haitao Li (Cheung Kong Graduate School of Business)
Weina Zhang (National Univ. of Singapore)
Distress Risk Premiums and the Performance of CDS Spread Change Regressions
Jungmu Kim* (Yeungnam Univ.)
Woonjun Sung (KAIST)
Jung-Soon Hyun (KAIST)
Session 6:
Limits of Arbitrage and Tax Expense Momentum
Hyoung-Goo Kang (Hanyang Univ.)
Young Jun Kim (Hankuk Univ. of Foreign Studies)
Yongoh Roh (Seoul National Univ.)
Securitizing Green
Dong-Hoon Shin (Inha Univ.)
Changhui Choi (Korea Insurance Research Institute)
Changki Kim (Korea Univ.)
Ultimate Consumption Risk and Investment-based Stock Returns
Hankil Kang (KAIST)
Jangkoo Kang (KAIST)
Changjun Lee (Hankuk Univ. of Foreign Studies)
Realized Higher-Order Comoments
Kwangil Bae (Chonnam National Univ.)
Soonhee Lee (Korea Exchange)
Macroeconomic Conditions and Credit Default Swap Spread Changes
Tong Suk Kim (KAIST)
Jaewon Park (Daishin Securities)
Yuen Jung Park* (Hallym Univ.)
The CDS-Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns
Gi H. Kim* (Univ. of Warwick)
Haitao Li (Cheung Kong Graduate School of Business)
Weina Zhang (National Univ. of Singapore)
Distress Risk Premiums and the Performance of CDS Spread Change Regressions
Jungmu Kim* (Yeungnam Univ.)
Woonjun Sung (KAIST)
Jung-Soon Hyun (KAIST)
Session 6:
Limits of Arbitrage and Tax Expense Momentum
Hyoung-Goo Kang (Hanyang Univ.)
Young Jun Kim (Hankuk Univ. of Foreign Studies)
Yongoh Roh (Seoul National Univ.)
Securitizing Green
Dong-Hoon Shin (Inha Univ.)
Changhui Choi (Korea Insurance Research Institute)
Changki Kim (Korea Univ.)
Ultimate Consumption Risk and Investment-based Stock Returns
Hankil Kang (KAIST)
Jangkoo Kang (KAIST)
Changjun Lee (Hankuk Univ. of Foreign Studies)
Realized Higher-Order Comoments
Kwangil Bae (Chonnam National Univ.)
Soonhee Lee (Korea Exchange)