Author/Creator: Roh, Tai‐Yong - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Roh, Tai‐Yong

1. A comprehensive look at the return predictability of variance risk premia. Issue 4 (5th October 2017)

Authors:: Byun, Suk Joon; Frijns, Bart; Roh, Tai‐Yong
Journal:: Journal of futures markets
Issue:: Volume 38:Issue 4(2018)
Page Start:: 425
Record Type:: Journal Article
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2. The q‐Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides. (16th December 2018)

Authors:: Min, Byoung‐Kyu; Kang, Jangkoo; Lee, Changjun; Roh, Tai‐Yong
Journal:: International review of finance
Issue:: Volume 20:Number 4(2020:Dec.)
Page Start:: 897
Record Type:: Journal Article
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3. Volatility‐of‐volatility risk in the crude oil market. Issue 2 (10th October 2020)

Authors:: Roh, Tai‐Yong; Tourani‐Rad, Alireza; Xu, Yahua; Zhao, Yang
Journal:: Journal of futures markets
Issue:: Volume 41:Issue 2(2021)
Page Start:: 245
Record Type:: Journal Article
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