- Ⅰ. 서론
- Ⅱ. 자료의 구성과 특성
- Ⅲ. 약 외생성을 고려한 다변량 공적분 검정
- Ⅴ. 초과수익의 사전적 예측 가능성
- Ⅵ. 결론
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https://www.riss.kr/link?id=A60266273
2005
Korean
323.05
KCI등재후보
학술저널
2259-2279(21쪽)
2
0
상세조회0
다운로드목차 (Table of Contents)
참고문헌 (Reference)
1 "한국선도환 시장의 효율성 검증" 13 (13): 187-214, 2000
2 "우리 나라 선물환시장의 효율성에 관한 실증적 연구" 46 (46): 95-118, 1998.
3 "역외선물환시장의 효율성에 관한 연구" 24 (24): 63-83, 1999
4 "and the Role of 'News' Lessons from the 1970's Journal of Political Economy 89" 665-705,
5 "Vector Autoregressive Models with Unit Roots and Reduced Rank Structure Journal of Time Series Analysis" 353-375,
6 "The Spot-Forward Relationship Revisited: an ERM Perspective" 11 : 29-52,
7 "The Performance of the Foreign Exchange Market Journal of International Business Studies 6" kohlhagen.s.w.197519711874
8 "The Forward Bias: Is It a Money Tree?" 61 (61): 373-379, 1998
9 "Testing the Unbiasedness in the Forward Exchange Journal of International Money and Finance 3" 357-368,
10 "Testing the Efficiency of the Canadian-US Exchange Market under the Assumption of No Risk Premium Journal of Finance 36" 43-9, g.1981
1 "한국선도환 시장의 효율성 검증" 13 (13): 187-214, 2000
2 "우리 나라 선물환시장의 효율성에 관한 실증적 연구" 46 (46): 95-118, 1998.
3 "역외선물환시장의 효율성에 관한 연구" 24 (24): 63-83, 1999
4 "and the Role of 'News' Lessons from the 1970's Journal of Political Economy 89" 665-705,
5 "Vector Autoregressive Models with Unit Roots and Reduced Rank Structure Journal of Time Series Analysis" 353-375,
6 "The Spot-Forward Relationship Revisited: an ERM Perspective" 11 : 29-52,
7 "The Performance of the Foreign Exchange Market Journal of International Business Studies 6" kohlhagen.s.w.197519711874
8 "The Forward Bias: Is It a Money Tree?" 61 (61): 373-379, 1998
9 "Testing the Unbiasedness in the Forward Exchange Journal of International Money and Finance 3" 357-368,
10 "Testing the Efficiency of the Canadian-US Exchange Market under the Assumption of No Risk Premium Journal of Finance 36" 43-9, g.1981
11 "Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data Journal of Policy Modeling" 313-334, s.1992a
12 "Statistical Analysis of Cointegrating Vectors Journal of Economic Dynamics and Control 12" 231-254, s.1988
13 "Some Joint Tests of the Efficiency of Markets for Forward Exchange The Review of Economics and Statistics 61" 334-341,
14 "Partial versus Full System Modelling of Cointegrated Systems: An Empirical Illustration" 69 : 177-210, 1995.
15 "On the Efficiency of Markets for Foreign Exchange" ricahrd.1979
16 "NDF 선물환시장과 한국의 외환위기" 6 (6): 1-22, 2000
17 "Maximum Likelihood Estimation and Inference on Cointegration - with Application to the Demand for Money Oxford Bulletin of Economics and Statistics 52" 169-210, sandk.juselious.1990
18 "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root" eco (eco): 1057-1072,
19 "Lag Order and Critical Values of the Augmented Dickey-Fuller Test" 13 : 277-280, 1995
20 "Journal of Policy Modeling 14" 251-280,
21 "Journal of Monetary Economics 14" 319-388,
22 "Journal of Financial Economics 5" 55-65,
23 "Journal of Economic Perspectives 4" a (a): 179-192,
24 "Journal of Business 54" 435-452,
25 "Journal of Business 39" 226-241,
26 "Forward Exchange Rates as Optimal Predictors of Future Spot Rates Journal of Political Economy 88" 829-53, 1980
27 "Finite-Sample Sizes of Johansen's Likelihood Ratio Tests for Cointegration Oxford Bulletin of Economics and Statistics 55" 315-28,
28 "Exogeneity and Forward Rate Unbiasedness" 15 (15): 267-274, 1996
29 "Error Correction Mechanisms and Short-Run Expectations" 10 : 1996
30 "Empirical Studies of Exchange Rates Handbook of International Economics" 2 :
31 "Efficiency in German and Japanese Foreign Exchange Markets Evidence from Cointegration Techniques" tronza : 1-20,
32 "Common Stochastic Trends between Forward and Spot Exchange Rates" 17 : 279-297, 1998
33 "Cointegration in Partial Systems and the Efficiency of Single-equation Analysis Journal of Econometrics 52" 389-402, s.1992b
34 "Asymptotic Inference on Cointegrating Rank in Partial Systems" 16 (16): 388-399, 1998
35 "An Application to the Sterling and Deutschemark Exchange Markets Journal of International Money and Finance 8" 75-88,
36 "A Review of Theory and Empirical Work Journal of Finance 25" 383-417,
37 "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics Oxford Bulletin of Economics and Statistics 54" 461-472, m.1992
38 "A Note on Weak Exogeneity in VAR Cointegrated Models" 139-143,
39 "A Cointegration Test for Market Efficiency The Journal of Futures Markets 11" 567-575,
Transfer of New Administrative Capital and Demand for Rental Housing in Daejon City
경영이론과 경쟁우위를 위한 전략적 인적자원 관리에 관한 연구
학술지 이력
연월일 | 이력구분 | 이력상세 | 등재구분 |
---|---|---|---|
2027 | 평가예정 | 재인증평가 신청대상 (재인증) | |
2021-01-01 | 평가 | 등재학술지 유지 (재인증) | |
2018-01-01 | 평가 | 등재학술지 유지 (등재유지) | |
2015-01-01 | 평가 | 등재학술지 유지 (등재유지) | |
2011-01-01 | 평가 | 등재 1차 FAIL (등재유지) | |
2010-01-20 | 학회명변경 | 영문명 : Korean Industrial Economics Association -> Korean Industrial Economic Association | |
2009-01-01 | 평가 | 등재학술지 유지 (등재유지) | |
2008-02-28 | 학술지명변경 | 외국어명 : Review of Business & Economics -> Journal of Industrial Economics and Business | |
2006-06-15 | 학회명변경 | 영문명 : Korean Industrial Economics Association -> Korean Industrial Economic Association | |
2006-01-01 | 평가 | 등재학술지 선정 (등재후보2차) | |
2005-01-01 | 평가 | 등재후보 1차 PASS (등재후보1차) | |
2003-07-01 | 평가 | 등재후보학술지 선정 (신규평가) |
학술지 인용정보
기준연도 | WOS-KCI 통합IF(2년) | KCIF(2년) | KCIF(3년) |
---|---|---|---|
2016 | 0.81 | 0.81 | 0.9 |
KCIF(4년) | KCIF(5년) | 중심성지수(3년) | 즉시성지수 |
0.95 | 0.97 | 1.238 | 0.24 |