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  • 제목 Session 5 - 6
    작성자 관리자 조회수 460 작성일 2016.10.20
    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)

    첨부파일 첨부파일 Session5.zip(2250186 Byte)
    첨부파일 Session6.zip(1881724 Byte)

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