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Results 1-10 of 10 (Search time: 1.439 seconds).

SSCISCOPUS
Are the KOSPI 200 implied volatilities useful in value-at-risk models?

Kim, JS[Kim, Jun Sik]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationEMERGING MARKETS REVIEW, v.22, pp.43 - 64PublisherELSEVIER SCIENCE BV
SSCISCOPUS
Market overreaction and investment strategies

Han, C[Han, Chulwoo]; Hwang, S[Hwang, Soosung]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationAPPLIED ECONOMICS, v.47, no.54, pp.5868 - 5885PublisherROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
SSCISCOPUS
Corporate Vulnerability Index as a Fear Gauge? Exploring the Contagion Effect between US and Korean Markets

Kim, JS[Kim, Jun Sik]; Ryu, D[Ryu, Doojin]; Seo, SW[Seo, Sung Won]

ArticleIssue Date2015CitationJOURNAL OF DERIVATIVES, v.23, no.1, pp.73 - 88PublisherINST INVESTOR INC
SSCISCOPUS
IMPLIED PRICING KERNELS: AN ALTERNATIVE APPROACH FOR OPTION VALUATION

Ryu, D[Ryu, Doojin]; Kang, J[Kang, Jangkoo]; Suh, S[Suh, Sangwon]

ArticleIssue Date2015CitationJOURNAL OF FUTURES MARKETS, v.35, no.2, pp.127 - 147PublisherWILEY-BLACKWELL
SSCISCOPUS
THE INFORMATION CONTENT OF TRADES: AN ANALYSIS OF KOSPI 200 INDEX DERIVATIVES

Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationJOURNAL OF FUTURES MARKETS, v.35, no.3, pp.201 - 221PublisherWILEY-BLACKWELL
SSCISCOPUS
How Important is a Non-Default Factor for CDS Valuation?

Guo, B[Guo, Biao]; Han, Q[Han, Qian]; Lee, J[Lee, Jaeram]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationJOURNAL OF FUTURES MARKETS, v.35, no.11, pp.1088 - 1101PublisherWILEY-BLACKWELL
SSCISCOPUS
Effects of the US Stock Market Return and Volatility on the VKOSPIopen access

Han, H[Han, Heejoon]; Kutan, AM[Kutan, Ali M.]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationECONOMICS-THE OPEN ACCESS OPEN-ASSESSMENT E-JOURNAL, v.9PublisherKIEL INST WORLD ECONOMY
SSCISCOPUS
INFORMATION CONTENT OF INTER-TRANSACTION TIME: A STRUCTURAL APPROACHopen access

Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationJOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT, v.16, no.4, pp.697 - 711PublisherVILNIUS GEDIMINAS TECH UNIV
SSCISCOPUS
Return and Volatility Spillovers and Cojump Behavior Between the US and Korean Stock Markets

Kim, JS[Kim, Jun Sik]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationEMERGING MARKETS FINANCE AND TRADE, v.51, pp.S3 - S17PublisherROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
SSCISCOPUS
Effect of the subprime mortgage crisis on a leading emerging market

Kim, JS[Kim, Jun Sik]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2015CitationINVESTMENT ANALYSTS JOURNAL, v.44, no.1, pp.20 - 42PublisherINVESTMENT ANALYSTS SOC SOUTHERN AFRICA
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