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88經 濟 學 硏 究 제 60 집제3 호■ 참 고 문 헌1. 김인무․박성근, “주식수익률의 예측 가능성과 변동성 시계 표본,” 경제학연구, 제57집 제3호, 2009, pp.195-221.(Translated in English) Kim, In-Moo and Seongkeun Park, “The Predictability of KoreanStock Returns and Volatility Clock Samples,” Kyong Je Hak Yon Gu, Vol. 57, No. 3,2009, pp.195-221.2. 유태우․한기수, “원/달러 환율에 대한 불편선물환가설 검증: 외환위기 전후 비교,” 재무연구, 제15권 제1호, 2002, pp.151-188.(Translated in English) Yoo, Teawoo and Ki Soo Han, “Testing the Unbiased ForwardRate Hypothesis in the Won/Dollar Foreign Exchange Markets: Before and after theKorean Finance Crisis,” The Korean Journal of Finance, Vol. 15, No. 1, 2002,pp.151-189.3. Ait-Sahalia, Y., “Testing Continuous-Time Models of the Spot Interest Rate,” Review ofFinancial Studies, 9(2), 1996, pp.385-4264. Alexius, A., “Uncovered Interest Parity Revisited,” Review of International Economics,9(3), 2001, pp.505-517.5. Backus, D. and A. Gregory, “Theoretical Relations Between Risk Premiums andConditional Variances,” Journal of Business & Economic Statistics, 1993, pp.177-185.6. Baillie, R. and T. Bollerslev, “The Forward Premium Anomaly is Not as Bad as YouThink,” Journal of International Money and Finance, 19(4), 2000, pp.471-488.7. ___________________________, “A Multivariate Generalized ARCH Approach to ModelingRisk Premia in Forward Foreign Exchange Rate Markets,” Journal of International Moneyand Finance, 9(3), 1990, pp.309-324.8. Bansal, R. and M. Dahlquist, “The Forward Premium Puzzle: Different Tales fromDeveloped and Emerging Economies,” Journal of International Economics, 51(1), 2000,pp.115-1449. Bali, T.G. and L. Wu, “A Comprehensive Analysis of the Short-Term Interest-RateDynamics,” Journal of Banking & Finance, 30, 2006, pp.1269-129010. Bekaert, G., R. Hodrick and D. Marshall, “On Biases in Tests of the ExpecationsHypothesis of the Term Structure Of Interest Rates,” Technical Report, National Bureauof Economic Research, 1996.11. Berk, J. and K. Knot, “Testing for Long Horizon UIP Using PPP-Based Exchange RateEexpectations,” Journal of Banking & Finance, 25(2), 2001, pp.377-391.12. Bhar, R., C. Chiarella, T. Pham and Q.F.R. Group, Modelling the Currency ForwardRisk Premium: Theory and Evidence, School of Finance and Economics, University ofTechnology, Sydney. 2000.13. Campbell, J. and J. Cochrane, “By Force of Habit: A Consumption-based Explanation ofAggregate Stock Market Behavior,” Technical Report, National Bureau of EconomicResearch, 1995.