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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / November 2013 Vol. 26 No. 4

The Effect of Individual Investor on Volatility Trading in the KOSPI 200 Index Options Market

Sun-Joong Yoon, So Jung Kim

Asian Review of Financial Research

Vol.26 No.4 pp.417-446

Keyword : Individual Investors, Volatility Trading, KOSPI 200 Index Options, Implied Volatility Mean-Reversion

The Price Discovery and Volatility Transmission between Korean Won, Chinese Yuan, and Japanese Yen

Young K. Park, Ki Beom Binh

Asian Review of Financial Research

Vol.26 No.4 pp.447-483

Keyword : Price Discovery, Volatility Transmission, Financial Crisis, Information Share, Multivariate Rotated ARCH (MRARCH) Model

Dynamic Credit Risk Model for SMEs

Changwoo Nam

Asian Review of Financial Research

Vol.26 No.4 pp.485-526

Keyword : Small and Medium-Sized Business, Credit Risk Model, Financial Risk and Risk Management, Ratings and Ratings Agencies, Basel Ⅲ

The Association of Household Debts and Financial Asset Holdings

Wonnho Choi

Asian Review of Financial Research

Vol.26 No.4 pp.527-559

Keyword : Household Debts, Financial Asset Holdings, Household Income Class, Real Estate, Asset Allocation

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