저자의 연구 키워드

저자의 연구 키워드

#2변량－GARCH

#2-variables GARCH

#3변량-GARCH

#3-variables GARCH model.

#가격변동성

#국제피셔효과

#글로벌 금융·재정위기

#글로벌 금융위기

#대일 수출변화율

#동조화현상

#동조화효과

#변동성의 비대칭성

#변동성의 전이효과

#비대칭성효과

#상품교역조건(CTOT)

#소득교역조건

#소득교역조건(ITOT)

#손실회피현상

#순상품교역조건

#시간가변적 상관관계

#시장효율성가설

#아시아 외환위기

#안전자산

#안전통화

#양적 완화(QE)

#양적완화

#엔高(엔화강세)

#외환시장의 효율성

#외환위기

#유로화와 달러화

#자기상관계수

#자본자유화

#자산수익률

#장기기억현상

#장단기금리

#장ㆍ단기 금리변동성

#전세가격변동성

#정보의 비대칭성

#조건부 공분산

#조건부 상관계수

#조건부 이분산

#조건부공분산

#조건부이분산

#주가변동성의 비대칭성효과

#주가변동성의 확대효과

#주담대 금리변동성

#주택가격변동성

#중앙시차

#출구전략

#코로나 팬더믹

#코스피수익률의 변동성

#통화정책의 파급경로

#포트폴리오

#포트폴리오효과

#환율변동성

#환율의 변동성

#환율전쟁

#Abenomics

#Appreciation of Yen-Dollar

#ARCH & GARCH effect

#ARFIMA model

#ARFIMA모형

#Asian Currency Crisis

#asset market theory

#assets yields conditional heteroscedasticity conditional covariance

#asymmetric effect

#asymmetry effect

#asymmetry effect of volatility

#asymmetry effect of volatility of interest

#autocorrelation coefficient

#causal relationship

#conditional covariance

#conditional covariance analysis

#conditional covariance. conditional correlation

#conditional heteroscedasticity

#coupling effect

#currency crisis

#efficiency of foreign exchange market

#enlargement effect of volatility

#enlargement effect of volatility of interest

#exchange rate volatility

#exit strategy

#Global Exchange Rates War

#global financial & fiscal crisis

#global financial crisis

#income terms of trade(ITOT)

#interest liberalization

#international Fisher effect

#Korea-Japan export growth

#liberalization of capital

#money transmission mechanism

#negative coupling effect

#negative volatility spillover effect

#net commodity terms of trade(CTOT)

#portfolio

#portfolio effect

#price volatility

#QE)

#quantitative easing

#Quantitative Easing(QE)

#risk management of exchange rate

#risk management of exchange rates

#safe haven

#short-term interest & long-term interest

#substitution theory

#the Asian currency crisis

#the asymmetry effect

#the asymmetry effect of volatility

#the Korean currency crisis

#the long memory effect

#the market efficiency hypothesis

#Time-Varying Correlation

#Volatility

#volatility of exchange rates

#volatility of housing sales price

#volatility of KOSPI yield rates

#volatility of mortgage loan rate

#volatility of rental price

#volatility of short & long term interest rates

#won-euro & won-dollar