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Showing results 1 to 4 of 4

1
A Comprehensive Look at the Return Predictability of Variance Risk Premia

Byun, Suk Joon; Frijns, Bart; Roh, Tai-Yong, JOURNAL OF FUTURES MARKETS, v.38, no.4, pp.425 - 445, 2018-04

2
Downside uncertainty shocks in the oil and gold markets

Roh, Tai-Yong; Byun, Suk Joon; Xu, Yahua, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.66, pp.291 - 307, 2020-03

3
The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*

Min, Byoung-Kyu; Kang, Jangkoo; Lee, Changjun; Roh, Tai-Yong, INTERNATIONAL REVIEW OF FINANCE, v.20, no.4, pp.897 - 921, 2020-12

4
Time-varying expected momentum profits

Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, Suk-Joon, JOURNAL OF BANKING & FINANCE, v.49, pp.191 - 215, 2014-12

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