Journal of Derivatives and Quantitative Studies: 선물연구: Volume 18 Issue 3 , Open Access
Subjects:
Table of contents
Forecasting the Currency Spot with the Trading Volume and the Trading Volume Volatility of Currency Futures in Won/Dollar FX Market
Kook-Hyun Chang, Byung-Jo YoonThis paper tries to empirically investigate whether the information contained in trading volume, volume volatility of Won/Dollar currency futures may be statistically useful in…
19
A Structural Model with Counterparty Risks
Hwa-Sung KimThe recent financial crisis has triggered more studies on counterparty risks. The theoretical research on credit risk with counterparty risks has been built based upon the…
32
