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Keywords: G17
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu 1–15.
Published: 20 January 2026
... risk Weibull distribution Option pricing Automotive finance Lease retention strategy G12 G13 G17 The automobile leasing market has expanded substantially across major economies over the past 2 decades. In the United States, Federal Reserve statistics document a steady rise...
Includes: Supplementary data
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2025) 33 (2): 86–109.
Published: 20 March 2025
.../licences/by/4.0/legalcode Crude oil Prediction Textual analysis Machine learning Trading position G11 G12 G17 C53 Crude oil is an important asset for industrial development and production and plays a pivotal role in all aspects of national planning (Chiroma et al., 2015...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2023) 31 (2): 98–120.
Published: 17 March 2023
... Portfolio performance Textual opinions Korean sentiment lexicon for finance (KOSELF) G11 G14 G17 Analyst reports produce information about companies, which is mainly delivered through recommendations, target prices and earnings forecasts. They are expected to serve as important investment...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2022) 30 (1): 23–45.
Published: 15 November 2021
...://creativecommons.org/licences/by/4.0/legalcode . Economic policy uncertainty Volatility of volatility Uncertainty Mean–variance relationship Risk–return tradeoff D81 G12 G14 G17 Many studies have shown interest in models with rational investors in financial markets and have developed models...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (4): 258–279.
Published: 10 September 2021
...://creativecommons.org/licences/by/4.0/legalcode . Performance analysis Bibliometric methodology Keywords analysis Co-authorship analysis Journal of derivatives and quantitative studies G00 G10 G13 G17 Q2. Who are JDQS's most prolific authors and author-affiliated institutions...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (1): 2–28.
Published: 22 March 2021
... policies Stock market Economic activity E37 E44 G12 G14 G17 The Fed’s Message: The Money-Printing Presses Are Fired Up and Ready to Go […] It’s really two distinct crises the Fed is trying to solve, with overlapping tools. One is an already-underway crisis in which financial...

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