논문상세정보
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- 저자 김병준
- 제어번호 105960727
- 학술지명 국제지역연구
- 권호사항 Vol. 22 No. 4 [ 2018 ]
- 발행처 국제지역학회
- 발행처 URL http://iaas.or.kr
- 자료유형 학술저널
- 수록면 3-18
- 언어 Korean
- 출판년도 2018
- 등재정보 KCI등재
- 판매처
유사주제 논문( 0)
인용/피인용
OECD 회원국들의 자본시장 충격반응도 분석
김병준
2018년
' OECD 회원국들의 자본시장 충격반응도 분석' 의 참고문헌
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한국과 중국 주식시장에서의 변동성 전이효과 분석김병준 [2009]
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신흥주식시장에서의 변동성반응가설 검정김병준 [2009]
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글로벌 금융위기와 유럽재정위기의 충격전이효과 분석김병준 [2011]
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What drives credit risk in emerging markets? The role of country funadamentals and market comovementsDiaz Weigel, Diana [2006]
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Volatility Spillover Effects in European Equity MarketsBaele, Lieven [2004]
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Volatility Spillover Effects from Japan and the US to the Pacific-BasinNg, Angela [2000]
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The Generalized Gravity Equation, Monopolistic Competition, and the Factor Proportions Theory in International TradeBergstarnd, Jeffrey. H. [1989]
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Spillover Effect on US Dollar Exchange Rates on Oil PricesZhang Yue-Jun [2008]
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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on StocksGlosten, Lawrence R. [1993]
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On Shock Market Returns : Macroeconomic News, Dispersion of Beliefs, and ContagionConnolly, Robert A. [2000]
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No Contagion, Only Interdependence : Measuring Stock Market ComovementsForbes, Kristin J. [2002]
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Generalized Autoregressive Conditional HeteroscedasticityBollerslev, Tim [1986]
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Financial Market Integration in Europe : on the Effects of EMU on Stock MarketsFratzscher, Marcel [2002]
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Estimating Time-varying Risk Premia in the Term Structure : The ARCH-M ModelEngle, Robert F. [1987]
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Estimates of the Variances of US Inflation Based upon the ARCH ModelEngle, Robert F. [1982]
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Emerging Equity Market VolatilityBekaert, Geert [1997]
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Conditional Heteroscedasticity in Asset Returns : A New ApproachNelson, Daniel B. [1991]
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ARCH Modeling in Finance : A Review of the Theory and Empirical EvidenceBollerslev, Tim [1992]