APAD Conference Archive
Session 5: Asset Pricing
Writer 관리자
Date2013.09.15
Hit2416
IIBR-LIBOR Relationship and the Nature and Determinants of “Islamic Premium”(ASM Sohel Azad, Amirul Ahsan)
State-Dependent Variations in Expected Liquidity Risk Premium(Jeewon Jang, Jangkoo Kang, Changjun Lee)
Shorting Costs and Asymmetry in Mispricing(Jangkoo Kang, Hyoung-Jin Park, Myounghwa Sim)
A Multi-curve Random Field LIBOR Market Model(Tao L. Wu, Shengqiang Xu, Jinqiao Duan)
State-Dependent Variations in Expected Liquidity Risk Premium(Jeewon Jang, Jangkoo Kang, Changjun Lee)
Shorting Costs and Asymmetry in Mispricing(Jangkoo Kang, Hyoung-Jin Park, Myounghwa Sim)
A Multi-curve Random Field LIBOR Market Model(Tao L. Wu, Shengqiang Xu, Jinqiao Duan)