DooJin Ryu

Independent

No Address Available

SCHOLARLY PAPERS

3

DOWNLOADS

295

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes between the China Financial Futures Exchange and the Singapore Exchange

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 26 Posted: 18 Mar 2012 Last Revised: 25 Dec 2012
Qian Han, DooJin Ryu, Biao Guo and Maonan Liu
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Independent, Renmin University of China and Independent
Downloads 198 (153,391)

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2.

Is the KOSPI 200 Options Market Efficient? A Nonparametric Tests of the Martingale Restriction

Forthcoming in Journal of Futures Markets
Number of pages: 26 Posted: 18 Mar 2012 Last Revised: 16 Apr 2012
Qian Han, Biao Guo and DooJin Ryu
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Renmin University of China and Independent
Downloads 87 (290,313)

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Martingale Restriction, Nonparametric Test, Arbitrage, Risk-Neutral Density, KOSPI 200 Options

3.

채권자의 의사결정과정을 반영한 신용스프레드 평가모형에 대한 연구: Merton 모형의 확장을 중심으로 (Bondholders’ Optimal Strategic Behavior and Credit Spreads: Merton Model and Its Extension)

Financial Stability Studies, Vol. 7, No. 2, Korea Deposit Insurance Corporation(KDIC), 2006, pp. 96-136.
Number of pages: 41 Posted: 16 Aug 2017 Last Revised: 10 Jan 2019
Keunho Hwang, Jangkoo Kang and DooJin Ryu
Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Independent
Downloads 10 (583,322)

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Merton 모형, 전략적 행동, 신용스프레드, 청산비용, 유한차분법, Merton model, strategic behavior, credit spread, bankruptcy costs, finite difference method