Showing results 2 to 3 of 3
Essays on option-implied skewness, bank stock returns, and credit default swap = 옵션 내재 왜도, 은행 주식 수익률, 그리고 신용 부도 스왑에 대한 연구link Park, Heewoo; Kim, Tong Suk; et al, 한국과학기술원, 2018 |
Is stock return predictability of option-implied skewness affected by the market state? Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09 |
Discover