환헤지를 위한 KIKO상품의 적합성에 관한 연구 = A Study on the Effectiveness of KIKO as a Hedging Instrument

참고문헌 (Reference)

1 "현대선물"

2 "한화증권"

3 "이데일리"

4 "은행업감독규정 제30조, 제78조, 84조, 85조"

5 자산운용협회, "윤리: 펀드매니저의 윤리·직업관, 불공정거래행위 사례, 윤리강령 및 행위기준"

6 "금융감독위원회 발표자료"

7 "금융감독원"

8 윤종인, "극치분포와 부트스트래핑을 이용한 키코의 분석" 한국무역학회 34 (34): 263-291, 2009

9 "국회 금융위원회 국정감사자료"

10 "국정감사 송영길(민주당)위원실 자료"

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20 DeRosa, D, "Managing Foreign Exchange Risk" IRWIN 2001

21 경제정의실천시민연합, "KIKO 사태의 합리적 해결방안 모색을 위한 토론회"

22 Damodaran, Aswath, "Investment Valuation" Wiley 1996

23 Stoll H, "Futures and Options: Theory and Applications" South-western 1993

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25 Diamond, Douglas W, "Financial intermediation and delegated monitoring" 1984

26 Lam, James, "Enterprise Risk management" Wiley Finance 2003

27 Yamori, Nobuyoshi, "Does bank relationshiiihave an economic value?" 65 : 115-120, 1999

28 Schwartz, "Derivatives Handbook: Risk Management and Control" John Wiley & Sons, Inc 1997

29 "CFA Institute"

30 Chance, D, "Analysis of Derivatives for the CFA Program" AIMR 2002

31 Heston, S, "A Closed-Form Solutions for Options with Stochastic Volatility with Applications to Bond and Currency Options" 1993