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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / October 2002 Vol. 15

Market Response on Stock Options and Firm Characteristics

Chang-Soo Kim

Asian Review of Financial Research

Vol.15 No.2 pp.1-42

Keyword :

Price Limits, the Nature of Equity Options, and the Risk-Neutral Valuation

Jin Yoo

Asian Review of Financial Research

Vol.15 No.2 pp.43-65

Keyword :

A Venture Company Valuation Model and the Empirical Study On the Effect of Intellectual Asset Value

Won Heum Lee, Su Mi Choi

Asian Review of Financial Research

Vol.15 No.2 pp.67-106

Keyword :

On the Incentives of Firms and Credit Banks under Corporate Restructuring and Debt-Equity Swaps

Kyung Suh Park, Eunjung Lee, Hasung Jang

Asian Review of Financial Research

Vol.15 No.2 pp.107-141

Keyword :

Difference between Mean-Variance and Mean-VaR Approach in the Optimal Risky Portfolio

Jinho Kim

Asian Review of Financial Research

Vol.15 No.2 pp.143-172

Keyword : VaR,bootstrap simulation

An Investigation of Hedging Performance of KTB Futures

Jin Ho Jeong, Byung Jin Yim, Chong Hyun Won

Asian Review of Financial Research

Vol.15 No.2 pp.173-204

Keyword : KTB 현물,KTB 선물,최소분산모형,벡터자기회귀모형 (VAR),벡타오차수정 모형 (VECM),이변량GARCH(11)모형

Long -Run Relationship of Stock Prices and Macroeconomic Variables With a Structural Break

Sung-Chang Jung, S. Young Chung

Asian Review of Financial Research

Vol.15 No.2 pp.205-235

Keyword :

Relationship Between Entry of Internet Banking and Production Costs

Keuk Ryoul Yoo

Asian Review of Financial Research

Vol.15 No.2 pp.237-259

Keyword :

Palace Coup, CEO Compensation, and Optimal Investment Choice

Sooyoung Song

Asian Review of Financial Research

Vol.15 No.2 pp.261-296

Keyword :

Risky Debt Valuation

Joon-Hee Rhee, Yoon-Tae Kim

Asian Review of Financial Research

Vol.15 No.2 pp.297-329

Keyword : Intensity,Forward Measure,FRN,Counterparty Default Risk,Structural Model,Reduced Model,Intensity,Forward Measure,FRN,Counterparty Default Risk

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