우리나라 은행의 파생상품 거래

키워드

참고문헌 (28)

1. Albertson, R, "Derivatives in Banks: The Six Ironies", Journal of Applied Corporate Finance, 7(1), pp.52~54 (1994)
2. Block, S. B, "The Use of Interest-Rate Futures and Options by Corporate Financial Managers", Financial Management, 15(1), pp.15~20 (1986)
3. Booth, J. R, "Use of Interest-Rate Futures by Financial Institutions", Journal of Bank Research, 15(1), pp.15~20 (1984)
4. Carter, D. A, "The Use of Interest-Rate Derivatives by End- Users: The Case of Large Community Banks", Journal of Financial Services Research, 14(1), pp.17~34 (1998)
5. Choi, J. J, "Is Foreign Exchange Risk Priced in the Japanese Stock Market?", Journal of Financial and Quantitative Analysis, 33(3), pp.361~382 (1998)
6. Chorafas, D. N, "Off- balance Sheet Financial Instruments: Maximizing Profitability and Managing Risk in Financial Services" (1994), Chicago: Probus
7. Chow, E. H, "The Exchange Rate Risk Exposure of Asset Returns", Journal of Business, 70(4), pp.644~657 (1997)
8. Colquitt, L. L, "Determinants of Corporate Hedging Behavior: Evidence from the Life-Insurance Industry", Journal of Risk and Insurance, 64(4), pp.649~671 (1997)
9. Demsetz, R, "Diversification, Size, and Risk at Bank-Holding Companies", Journal of Money, Credit, and Banking, 29(2), pp.300~313 (1997)
10. Dolde, W, "Hedging, Leverage, and Primitive Risk", Journal of Financial Engineering, 4(5), pp.187~216 (1995)
11. Geczy, C, "Why Firms Use Currency Derivatives", Journal of Finance, 52(3), pp.1323~1354 (1997)
12. Gorton, G, "Corporate Control, Portfolio Choice, and the Decline of Banking", Journal of Finance, 50(4), pp.1377~1420 (1995)
13. Granger, C. W. J, "A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu", Quarterly Review of Economics and Finance, 40(3), pp.337~354 (2000)
14. Grarcia, R, "An Analysis of the Real Interest Rate under Regime Shifts", Review of Economics and Statistics, 78(1), pp.111~125 (1996)
15. Haushalter, G. D, "Financing Policy, Basis Risk, and Corporate Hedging: Evidence from Oil and Gas Producers", Journal of Finance, 55(1), pp.107~152 (2000)
16. Leland, H. E, "Agency Costs, Risk Management, and Capital Structure", Journal of Finance, 53(4), pp.1213~1243 (1997)
17. Liu, J, "On Segmented Multivariate Regressions", Statistica Sinica, 7(2), pp.497~525 (1997)
18. Maddala, G. S, "Limited-Dependent and Qualitative Variables in Econometrics" (1983), Cambridge, UK: Cambridge University Press
19. Merton, R, "On the Management of Financial Guarantees", Financial Management, 21(2), pp.87~109 (1992)
20. Nance, D. R, "On the Determinants of Corporate Hedging", Journal of Finance, 48(1), pp.267~284 (1993)
21. Roll, R, "Industrial Structure and the Comparative Behavior of International Stock Market Indices", Journal of Finance, 47(1), pp.3~41 (1992)
22. Ross, M. P, "Corporate Hedging: What, Why and How?", Working Paper (1997), University of California, Berkeley
23. Schrand, C. M, "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions", Journal of Finance, 53(3), pp.979~1013 (1998)
24. Shapiro, A. C, "An Integrated Approach to Corporate Risk Management, in The Revolution in Corporate Finance", pp.215~229 (1986), New York, N.Y.: Basil Blackwel
25. Smith, C. W, "The Determinants of Firms’ Hedging Policies", Journal of Financial and Quantitative Analysis, 20(3), pp.391~401 (1985)
26. Stulz, R. M, "Rethinking Risk Management", Journal of Applied Corporate Finance, 43(1), pp.1~19 (1996)
27. Tufano, P, "Agency Costs of Corporate Risk Management", Financial Management, 27(1), pp.67~77 (1998)
28. Warner, J. B, "Bankruptcy Costs: Some Evidence", Journal of Finance, 32(2), pp.337~347 (1977)

관련 논문AI추천