• HOME > 연구활동 > 학술발표회 자료실
  • 학술발표회 자료실

제목 2020년 추계학술논문 Session 5~6
작성자 관리자 조회수 230 작성일 2020.11.23

 

 

 Session5  박사과정1

 

 

1.Liquidation Cascade and Hedging Front-Running: Evidence from the Structured Equity Product Market

_ 어준경, 조원호

 

2.The Sources of Risk in Credit Portfolio and Their Hedge Possibility_ 이용웅, 양기성,조원복

 

 

3.Testing the Local Martingale Theory of Bubbles using Cryptocurrencies

  _최순혁, Robert A. Jarrow​

 

 

 

Session6  박사과정2

 

 

1.The Value of Financial Education : Who Would Benefit the Most in the Long Run?

  _ 장가영, 배경훈, 강형구, Pearleen Tan

 

 

2.When we leave the information on the table: information shock and stock _ 장현웅

 

 

 

 

 

 ​ 

첨부파일 첨부파일 Session5_01_Liquidation Cascade and Hedging Front-Running Evidence from the Structured Equity Product Market.pdf(1089088 Byte)
첨부파일 Session5_02_The Sources of Risk in Credit Portfolio and Their Hedge Possibility.pdf(726353 Byte)
첨부파일 Session5_03_Testing the Local Martingale Theory of Bubbles using Cryptocurrencies.pdf(3412985 Byte)
첨부파일 Session6_01_The value of financial education_who would benefit the most in the long run _manuscript.pdf(808497 Byte)
첨부파일 Session6_02_When We Left Information on the Table Underreaction to News and the Impact of Monetary Policy.pdf(640610 Byte)

목록보기