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2014³â °æ¿µ°ü·ÃÇÐȸ ÅëÇÕÇмú´ëȸ(À繫ÇÐȸ-Áõ±ÇÇÐȸ ¼¼¼Ç)(2014) pp.399-418
2014³â °æ¿µ°ü·ÃÇÐȸ ÅëÇÕÇмú´ëȸ(À繫ÇÐȸ-Áõ±ÇÇÐȸ ¼¼¼Ç)(2014) pp.419-451
Àڻ꺯µ¿¼º ÃßÁ¤À» ÅëÇÑ À§ÇèÀÌÀüÈ¿°ú ºÐ¼® : ȸ»çä¹ßÇà ±â¾÷À» Áß½ÉÀ¸·Î
2014³â °æ¿µ°ü·ÃÇÐȸ ÅëÇÕÇмú´ëȸ(À繫ÇÐȸ-Áõ±ÇÇÐȸ ¼¼¼Ç)(2014) pp.453-474
Neglected risk and the market for bond insurance
2014³â °æ¿µ°ü·ÃÇÐȸ ÅëÇÕÇмú´ëȸ(À繫ÇÐȸ-Áõ±ÇÇÐȸ ¼¼¼Ç)(2014) pp.475-527
ÁöÇÏö Á¢±Ù¼ºÀÌ ¾ÆÆÄÆ®°¡°Ý¿¡ ¹ÌÄ¡´Â ¿µÇâ¿¡ °üÇÑ ¿¬±¸
2014³â °æ¿µ°ü·ÃÇÐȸ ÅëÇÕÇмú´ëȸ(À繫ÇÐȸ-Áõ±ÇÇÐȸ ¼¼¼Ç)(2014) pp.528-547
Áß±¹ ±¹À¯»óÀå±â¾÷ÀÇ À繫Àû Ư¼ºÀÌ ¹Î¿µÈ °áÁ¤¿¡ ¹ÌÄ¡´Â ¿µÇâ
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.1-25
Áß°£¹è´ç°ú °á»ê¹è´çÀÇ Á¤º¸È¿°ú ¹× ¹è´ç¶ôÀÏ ÁÖ°¡ÇàÅ ºñ±³ ºÐ¼®
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.26-55
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.56-75
The predictive power of option-implied skewness : shorting costs and investor sentiment
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.76-112
Á¶¼¼Çdzó ¿Ü±¹ÀÎ °Å·¡ÀÇ ÁÖ°¡¿¹Ãø·Â
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.113-146
Does Buy-and-Hold Pay Off in Structured Products? An Analysis of Account-Level Transactions
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.147-193
The Role of the Variance Premium in GARCH Option Pricing Models
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.194-236
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.237-268
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.269-300
±¹¹Î¿¬±ÝÀÇ Àü·«ÀûÀÚ»ê¹èºÐ½Ã Shortfall RiskÀÇ ÀûÇÕ¼º¿¡ °üÇÑ ¿¬±¸
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.301-340
Hedge Fund Ownership and Voluntary Disclosure
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.341-387
Market Discipline by Wholesale Financiers Revisited
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.388-414
½Å¿ëÄ«µå »ç¿ëÀÇ ÀÎÇ÷¹À̼ǿ¡ ´ëÇÑ È¿°ú
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.415-425
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.426-461
Options Trading and Equity Financing
2014³â 5°³ ÇÐȸ °øµ¿Çмú¿¬±¸¹ßǥȸ(2014) pp.462-515
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