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An exact pricing error of the APT within the arbitrage framework
Ahn, Chang-mo
- In:
Seoul journal of economics
12
(
1999
)
2
,
pp. 157-171
Persistent link: https://www.econbiz.de/10001387326
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2
Pricing risk-adjusted guaranty insurance for systematic catastrophes
Ahn, Chang-mo
- In:
Seoul journal of economics
8
(
1995
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10001190957
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3
Time complementarity and the behavior of asset returns
Ahn, Chang-mo
- In:
Seoul journal of economics
3
(
1990
)
3
,
pp. 263-291
Persistent link: https://www.econbiz.de/10001109429
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4
The effect of temporal risk aversion on optimal consumption, the equity premium, and the equilibrium interest rate
Ahn, Chang-mo
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1411-1420
Persistent link: https://www.econbiz.de/10001080350
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5
A resolution of the equity premium puzzle
Ahn, Chang-mo
- In:
Economics letters
32
(
1990
)
2
,
pp. 153-156
Persistent link: https://www.econbiz.de/10001080424
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6
Option pricing when jump risk is systematic
Ahn, Chang-mo
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 299-308
Persistent link: https://www.econbiz.de/10001143966
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7
Imported input price, the current account and macroeconomic adjustment
Ahn, Chang-mo
- In:
The Korean economic review
12
(
1996
)
1
,
pp. 77-99
Persistent link: https://www.econbiz.de/10001220194
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8
The monetary policy rule in Australia : inflation targeting and policy reaction
Ahn, Chang-mo
-
2000
Persistent link: https://www.econbiz.de/10001503774
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9
The impact of jump risks on nominal interest rates and foreign exchange rates
Ahn, Chang-mo
- In:
Review of quantitative finance and accounting
2
(
1992
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001123568
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10
An analysis of some aspects of regulatory risk and the required rate of return for public utilities
Ahn, Chang-mo
- In:
Journal of regulatory economics
1
(
1989
)
3
,
pp. 241-257
Persistent link: https://www.econbiz.de/10001075603
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