Keywords: G18
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2024) 32 (1): 2–22.
Published: 12 December 2023
.../legalcode Repo (repurchase agreement) CCP (central counterparty) Systemic risk G13 G18 G23 G28 Until recently, short-term repos had always been regarded as virtually risk-free instruments and thus largely immune to the type of rollover or withdrawal risks associated with short...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2023) 31 (4): 262–277.
Published: 19 July 2023
... Credit score G18 G20 G28 Using data provided by one of the major credit rating companies (NICE Information Service) in Korea, we explore the argument that DMS could provide fresh start opportunities to overburdened debtors and be possible to deter the loss of national human capital. Since...
Includes: Supplementary data
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2022) 30 (3): 146–171.
Published: 15 March 2022
... to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode . Short selling National pension service (NPS) Stock lending Korean stock market G23 G28 G18 “We have stopped lending stocks from October 22 after...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (4): 301–318.
Published: 07 September 2021
... D81 G18 G31 G41 The investment-uncertainty relation has been one of the most interesting research topics for a long time. The theories on the investment-uncertainty relationship have conflicting results: positive (e.g. Abel, 1983) or negative (e.g. Bernanke, 1983) relation. The sign...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2020) 28 (4): 175–189.
Published: 02 November 2020
... to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Corporate social responsibility (CSR) Green premium ESG Sustainable finance Green bonds Socially responsible investing (SRI) G12 G18 Socially...
Journal Articles

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