연구동향 분석

한국 수출기업주 스타일 포트폴리오의 위험관리에 관한 실증적 연구

임병진(Byung Jin Yim) 이서영(Seo-Young Lee) 2015년

논문상세정보
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' 한국 수출기업주 스타일 포트폴리오의 위험관리에 관한 실증적 연구' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • 경제학
  • exportenterprisesstyleportfolio
  • hedgingperformance
  • kospi200stockindexfutures
  • ols
  • unit roots
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
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' 한국 수출기업주 스타일 포트폴리오의 위험관리에 관한 실증적 연구' 의 참고문헌

  • 엔화 통화선물(Yen currency futures)의 변동성 및 헤지성과 분석에 관한 연구: OLS vs 시간변동 ARCH 모형
    홍정효 산업경제연구 21 (5) : 1947 ~ 1960 [2008]
  • 아시아-태평양지역국가들의 상호의존성
    문규현 홍정효 재무관리연구 20 (2) : 6 ~ 180 [2003]
  • Who Moves the Asia-Pacific Stock Markets -US or Japan? Empirical Evidence Based on the Theory of Cointegration
    Ghosh, A. Financial Review 34 (1) : 159 ~ 170 [1999]
  • What’s So Special about China’s Exports?
    Rodrik, D. China and World Economy 14 (5) : 1 ~ 19 [2006]
  • What You Export Matters
    Hausman, R. Journal of Economic Growth 12 (1) : 1 ~ 25 [2007]
  • Time-Varying Distributions and the Optimal Hedge Ratios for Stock Index Futures
    Park, T. H. Applied Financial Economics 5 : 131 ~ 137 [1995]
  • Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures
    Kroner, K. F. Journal of Financial and Quantitative Analysis 28 : 535 ~ 551 [1993]
  • Time Series and Econometrics
    Lee, Hong-Jae Kyungmoon Press [2005]
  • The relationship between entrepreneurship and international performance: the importance of domestic environment
    Dimitratos, P. International Business Review 1 (1) : 19 ~ 41 [2004]
  • The Theory of Hedging and Speculation in Commodity Futures
    Johnson, L. Review of Economic Studies 27 : 139 ~ 151 [1960]
  • The Simultaneous Determination of Spot and Futures Prices
    Stein, J. L. American Economic Review 51 : 1012 ~ 1025 [1961]
  • The Impact of Relational Variables on Expert Performance : An Empirical Investigation in Australia and UK
    Styles, C. Australian Journal of Management 25 (3) : 261 ~ 281 [2000]
  • The Hedging Performance of the New Futures Farkets
    Ederington, L. H. Journal of Finance 36 : 157 ~ 170 [1979]
  • The Export-Output Growth Nexus : Evidence from African and Asian Countries
    Reppas, P. Journal of Policy Modelling 27 (8) : 929 ~ 940 [2005]
  • The Exchange Risk of Foreign Operations
    Heckerman, D. Journal of Business 45 (1) : 42 ~ 77 [1972]
  • The Engine of Growth or Its Handmaiden? : A Time-series Assessment of Exportled Growth
    Rizeman, R. Empirical Economics 21 (2) : 77 ~ 110 [1996]
  • Testing for a Unit Root in Time Series Regressions
    Phillips, P. C. B. Biometrica 75 : 335 ~ 346 [1988]
  • Southeast Asian Stock Market Linkages : Evidence from Pre- and Post-October 1997
    Daly, K. J. ASEAN Economic Bulletin 20 : 73 ~ 85 [2003]
  • Multivariate simultaneous generalized ARCH
    Engle, R. F. Econometric Theory 11 : 122 ~ 150 [1995]
  • Maximum Likelihood Estimation and Inferences on Co-integration with Application to the Demand for Money
    Johansen, S. Oxford Bulletin of Economics and Statistics 52 (2) : 169 ~ 210 [1990]
  • Market Structure and Foeign Trade
    Helpman, E. MIT Press [1985]
  • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
    Dickey, D. A. Econometrica 49 : 1057 ~ 1072 [1981]
  • Is the Export-led Hypothesis Valid for Industrial Countries?
    Marin, D. Review of Economics and Statistics 74 (4) : 678 ~ 687 [1992]
  • Is There a J-Curve?
    Rose, A. K. Journal of Monetary Economics 24 (1) : 53 ~ 68 [1989]
  • Investigating Causal Relations by Econometric Models andCross-Spectral Methods
    Granger Granger C.W.J. Econometrica 37 (3) : 424 ~ 438 [1969]
  • Hedging Performance and Basis Risk in Stock Index Futures
    Figlewski, S. Journal of Finance 39 : 657 ~ 669 [1984]
  • Growth and Export Expansion in Developing Countries : Some Empirical Evidence
    Tyler, W. G. Journal of Development Economics 9 (1) : 121 ~ 130 [1981]
  • Gold: A conservative,prudent diversifier
    Sherman, E. J. Journal of Portfolio Management 8 : 21 ~ 27 [1982]
  • Gold and gold stocks as investments for institutional portfolios
    Jaffe, J. F. Financial Analysts Journal 45 (1) : 53 ~ 59 [1989]
  • Firm Valuation, Earnings Expectations and the Exchange-Rate Exposure Effect
    Gordon, M. B. Journal of Finance 49 (5) : 1755 ~ 1785 [1994]
  • Exposure to Exchange Rate Movements
    Hodder, J. Journal of International Economics 13 (3) : 375 ~ 385 [1982]
  • Exports, Growth and Causality in Developing Countries
    Jung, W. S. Journal of Developing Economics 18 (1) : 1 ~ 12 [1985]
  • Exports and Economic Growth in Asian NICs : An Econometric Analysis of Korea
    Sengupta, J. K. Applied Economics 26 (1) : 41 ~ 51 [1994]
  • Export-Output Causality : The Irish Case 1953-93
    Doyle, E. Atlantic Economic Journal 26 (2) : 147 ~ 161 [1998]
  • Export and Economic Growth : Some Additional Evidence
    Ram, R. Economic Development and Culture Change 33 (2) : 415 ~ 125 [1985]
  • Exchange Rate Exposure and Industry Characteristics : Evidence from Canada, Japan, and the USA
    Gordon, M. B. Journal of International Money and Finance 12 (1) : 29 ~ 45 [1993]
  • Exchange Rate Changes, Inflation and Value of the Multinational Corporation
    Shapiro, A. C. Journal of Finance 30 (2) : 775 ~ 502 [1975]
  • Estimation of the Optimal Futures Hedges
    Cecchetti, S. G. Review of Economics and Statistics 70 [1988]
  • Does J-Curve Exist for Korea and Taiwan ?
    Hsing, H. Open Economics Review 7 (1) : 127 ~ 145 [1996]
  • Distribution for the Estimates for Auto Regressive Time Series with a Unit Root
    Dickey, D. A. Journal of the American Statistical Association 74 : 427 ~ 431 [1979]
  • Determinants of innovation capability in small electronics and software firms in southeast England
    Romijn, H. Research Policy 31 (7) : 1053 ~ 1067 [2002]
  • Co-integrated and Error Correction : Representation, Estiamation, and Testing
    Engle, R. F. Econometrica 55 (2) : 251 ~ 276 [1997]
  • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    Engle, R. F. Econometrica 50 : 987 ~ 1007 [1982]
  • Answering the Sceptics: Yes Standard Volatility Models Do Provide Accurate Forecasts
    Andersen, T. G. International Economic Review 39 [1998]
  • An Inquiry into Born Global Firms European and USA
    Knight, G. International Marketing Review 21 (6) : 645 ~ 665 [2004]
  • An Empirical Test for the Relationship among Maturity, Volume and Volatility in the Korean
    Chung, Han-Kyu The Korean Journal of Financial Management 16 (1) : 223 ~ 243 [1999]
  • An Empirical Study on the Hedging of KOSPI 200 Futures for the Risk Management of SRIECO Index Fund
    임병진 로고스경영연구 9 (3) : 1 ~ 12 [2011]
  • An Empirical Study on the Cross Hedging of KOSPI 200 Futures in National Pension Fund of Investing TSEC to Risk Management
    임병진 로고스경영연구 8 (3) : 193 ~ 204 [2010]
  • An Empirical Study of Hedging Performance by KOSPI 200 Futures
    Jang, Gwang-Youl Journal of Industrial Economics and Business 12 (1) : 99 ~ 118 [1999]
  • An Empirical Study Concerning the Risk Management of Listed Stock Investment of Shenzhen Stock Exchange: Based on CSI 300 Stock‐index Futures
    임병진 로고스경영연구 10 (3) : 35 ~ 46 [2012]
  • A capital asset pricing model with time-varying covariances
    Bollerslev, T. Journal of Political Economy 96 (1) [1988]
  • A Study on Returns and Trading Volume Dynamics in Natural Gas Futures Market
    임병진 로고스경영연구 7 (3) : 71 ~ 82 [2009]