Browse "Dept. of Physics(물리학과)" by Subject Credit default swap

Showing results 1 to 3 of 3

1
Information transfer across intra/inter-structure of CDS and stock markets

Lim, Kyuseong; Kim, Sehyun; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.486, pp.118 - 126, 2017-11

2
Statistical properties of the stock and credit market: RMT and network topology

Lim, Kyu Seong; Kim, Min Jae; Kim, Sehyun; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.407, pp.66 - 75, 2014-08

3
The effect of the subprime crisis on the credit risk in global scale

Lee, Sang-Wook; Kim, Min Jae; Lee, Sun Young; Kim, Soo Yong; Ban, Joon Hwa, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.392, no.9, pp.2060 - 2071, 2013-05

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