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Asiasn review of Financial research

Past Issues

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Asian Review of Financial Research / May 2007 Vol. 20 No. 1

A Study on Determining the Spreads of Won-Denominated Credit Default Swaps

Mi Ae Kim, Jihyun Lee

Asian Review of Financial Research

Vol.20 No.1 pp.1-33

Keyword : Won-denominated Credit Default Swap, Default Probability, Credit Spread, Historical Correlation, Implied Correlation

An Empirical Study on the Pricing Model of Equity Linked Deposit

Bonil Ku, Youngho Eom, Hyunjun Ji

Asian Review of Financial Research

Vol.20 No.1 pp.35-76

Keyword : Equity Linked Deposit, Exotic Option, Stochastic Interest Rate

Determinants of Bank Mergers & Acquisitions in the U.S.

Hanjoon Kim

Asian Review of Financial Research

Vol.20 No.1 pp.77-123

Keyword : U.S. Banking Industry, Mergers & Acquisitions, Merger Related Groups, Financial Characteristics, Multiple Discriminant Analysis

Measuring the User Cost of Owner-Occupied Housing for the True Cost of Living Index

Tong Hun Lee, Keun Jon Chung

Asian Review of Financial Research

Vol.20 No.1 pp.125-141

Keyword : User Cost of Owner-Occupied Housing, Superlative Index Numbers, True Cost of Living Index, Divisia Price Index, Consumer Price Index

A Value-Based Event Study Approach:A Study on the Long-term Effects of M&A's

Won Heum Lee

Asian Review of Financial Research

Vol.20 No.1 pp.143-183

Keyword : Event Study, Value-based Event Study Analysis, Intrinsic Firm Value, Mergers and Acquisitions, Long-Term Effects

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