1 강상훈, "원유가격 충격이 한국 거시경제지표에 미치는 영향 분석" 한국자료분석학회 16 (16): 267-277, 2014
2 송치영, "원/달러 무위험 금리평형 이탈에 대한 실증연구" 한국응용경제학회 10 (10): 5-32, 2008
3 김아현, "벡터자기회귀모형을 통한 교통량 예측 -신갈 지역 중심으로-" 한국자료분석학회 16 (16): 173-185, 2014
4 조성원, "기업 신용부도스왑 프리미엄의 결정요인 분석 및 시사점" 한국자료분석학회 16 (16): 323-334, 2014
5 Clinton, K., "Transactions Costs and Covered Interest Arbitrage: Theory and Evidence" 96 (96): 358-370, 1988
6 Frenkel, J. A., "Transaction Costs and Interest Arbitrage : Tranquil Versus Turbulent Periods" 85 (85): 1209-1226, 1977
7 Baba, N., "The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets" 73-86, 2008
8 Aliber, R. Z., "The Interest Parity Theorem : A Reinterpretation" 81 (81): 1451-1459, 1973
9 Park, Y., "The Influence of Foreign Exchange Risk Hedge of Shipbuilding Company on Foreign Exchange Sector in Korea" 64 (64): 64-89, 2010
10 Shin, S., "Recent Trends in Interest Rate Arbitrage Transaction and its Implication" 8 : 18-42, 2006
1 강상훈, "원유가격 충격이 한국 거시경제지표에 미치는 영향 분석" 한국자료분석학회 16 (16): 267-277, 2014
2 송치영, "원/달러 무위험 금리평형 이탈에 대한 실증연구" 한국응용경제학회 10 (10): 5-32, 2008
3 김아현, "벡터자기회귀모형을 통한 교통량 예측 -신갈 지역 중심으로-" 한국자료분석학회 16 (16): 173-185, 2014
4 조성원, "기업 신용부도스왑 프리미엄의 결정요인 분석 및 시사점" 한국자료분석학회 16 (16): 323-334, 2014
5 Clinton, K., "Transactions Costs and Covered Interest Arbitrage: Theory and Evidence" 96 (96): 358-370, 1988
6 Frenkel, J. A., "Transaction Costs and Interest Arbitrage : Tranquil Versus Turbulent Periods" 85 (85): 1209-1226, 1977
7 Baba, N., "The Spillover of Money Market Turbulence to FX Swap and Cross-Currency Swap Markets" 73-86, 2008
8 Aliber, R. Z., "The Interest Parity Theorem : A Reinterpretation" 81 (81): 1451-1459, 1973
9 Park, Y., "The Influence of Foreign Exchange Risk Hedge of Shipbuilding Company on Foreign Exchange Sector in Korea" 64 (64): 64-89, 2010
10 Shin, S., "Recent Trends in Interest Rate Arbitrage Transaction and its Implication" 8 : 18-42, 2006
11 정대희, "Margin and Funding Liquidity: An Empirical Analysis on the Covered Interest Parity in Korea" 한국개발연구원 34 (34): 29-52, 2012
12 김태혁, "KOSPI200 현물, 선물 및 옵션시장의 시장 미시구조에 관한 시계열연구" 한국자료분석학회 15 (15): 3383-3396, 2013
13 Baba, N., "Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-08" 33 (33): 1953-1962, 2009
14 Obstfeld, M., "Globalization and Capital Markets" NBER 2002
15 Bhar, R., "Exchange Rate Volatility and its Impact on the Transaction Costs of Covered Interest Rate Parity" 16 (16): 503-525, 2004
16 Baba, N., "Dislocations in the Won-Dollar Swap Markets during the Crisis of 2007-2009" BIS 2011
17 Seungho Lee, "Deviation from Covered Interest Rate Parity in Korea" 대외경제정책연구원 7 (7): 125-142, 2003
18 Seo, H., "Covered Interest Parity Condition and Capital Flow in Korea" 5 : 56-79, 2005
19 Taylor, M., "Covered Interest Arbitrage and Market Turbulence" 99 (99): 376-391, 1989
20 Dooley, M., "Capital Controls, Political Risk, and Deviations from Interest-Rate Parity" 88 (88): 370-384, 1980
21 Otani, I., "Capital Controls and Interest Rate Parity: The Japanese Experiences, 1978-81" 28 (28): 793-815, 1981
22 Szilagyi, P., "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen" Institute for International Integration Studies 2006