APAD Conference Archive
Session 6: Risk Management
Writer 관리자
Date2012.08.26
Hit2841
6-1. fung_zeto.pdf
6-2. The effect of cross hedging and base currency on global currency hedging.pdf
6-3. private_default_premium.pdf
6-4. The Linkage between the Options and Credit Default Swap Markets.pdf
The Information content of Implied Volatility with Jump: Evidence from the 2008 Global Financial Crisis (Joseph K. W. Fung, Samuel Zeto)
The Effect of Cross Hedging and Base Currency on Global Currency Hedging (Wei Zhang)
Default Probabilities and interest Expenses of Privately Held Firms (Jin-Chuan Duan, Baeho Kim, Changki Kim, Woojin Kim, Donghwa Shin)
The Linkage between the Options and Credit Default Swap Markets during the Subprime Mortgage Crisis(Yuen Jung Park, Tong Suk Kim, Jaesun Noh)
The Effect of Cross Hedging and Base Currency on Global Currency Hedging (Wei Zhang)
Default Probabilities and interest Expenses of Privately Held Firms (Jin-Chuan Duan, Baeho Kim, Changki Kim, Woojin Kim, Donghwa Shin)
The Linkage between the Options and Credit Default Swap Markets during the Subprime Mortgage Crisis(Yuen Jung Park, Tong Suk Kim, Jaesun Noh)
