Working Papers Archives - 본부직할 금융경제연구원

Total 68EA

28 Volatility arbitrage around earnings announcements; Evidence from the Korean equity linked

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27 Some useful models for failure time under stochastic monotonicity

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26 Adverse Selection in Private Loan Market in Korea
25 Free Lunches for Insiders under Investor Inertia and Limited Arbitrage

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24 International Monetary System and Available International Policy Options for Emerging Countries

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23 Financing Sources and Performance of Firms in Eastern Europe

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22 Comparative Study on Euro-zone and the Korean Economic Crisis

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21 Risk Spillover Effects in International Financial Markets

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20 On the trivariate joint distribution of Brownian motion and its maximum and minimum

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19 Predatory Short Selling and Price Reversals in the Korean Stock Market

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18 Are Foreign Short-Sellers to Blame? Evidence from Daily Short-Selling in Korea Stock Exchange

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17 The Role of Bounded Rationality in Macro-Finance Affine Term-Structure Models

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16 Economic Integration and Business Cycle Synchronization in Asia

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15 Financial Regulation Reform in U.S.A and its lessons for Korea

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14 Asian Monetary Integration: Coping with a New Monetary Order after the Global Crisis

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13 Development and Implementation of High Order Finite Difference Methods for the Estimation of Equity Swaps

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12 International Capital Mobility: Global vs. Regional Perspective

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11 Bookbuilding, Price-Revision, Initial Returns of IPO

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10 Moral Hazard and Forbearance in Prudential Regulation

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9 Empirical Analysis on Korea Government's Auction Revenue under Discriminatory vs. Uniform Price Auction

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