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Covered interest parity deviation and counterparty default risk : U.S. Dollar/Korean Won FX swap market

Choi, Hanbok; Eom, Young Ho; Jang, Woon Wook; Kim, Don H. - In: Pacific-Basin finance journal 44 (2017), pp. 47-63

Persistent link: https://www.econbiz.de/10011800741

Who overreacts to overnight news? : empirical evidence from the Korean stock market

Kwon, Enjung; Eom, Young Ho; Jang, Woon Wook; Hahn, Jaehoon - In: Asia-Pacific journal of financial studies 44 (2015) 2, pp. 298-321

Persistent link: https://www.econbiz.de/10011458986

Corporate bond pricing model with stochastically volatile firm value process

Jang, Woon Wook; Eom, Young Ho; Kang, Yong Joo - In: Economics letters 148 (2016), pp. 41-44

Persistent link: https://www.econbiz.de/10011619792

Monetary policy effects on equity returns : application of SVAR identified with high-frequency external instrument

Jang, Woon Wook - In: Journal of derivatives and quantitative studies 29 (2021) 4, pp. 319-331

The purpose of this study is to examine the effects of monetary policy on equity returns by applying an alternative econometric approach. Campbell and Ammer (1993) decomposed unexpected equity excess returns into three news components: risk premium news, real interest rate news and cash-flow...

Persistent link: https://www.econbiz.de/10012658788