The Lead-Lag Relationship between Volatility Index Futures and Spot in the Korean Stock Market
Year of publication: |
2017
|
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Authors: | Qin, Rong-Yuan |
Other Persons: | Heo, Ji-Hun (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Südkorea | South Korea | Volatilität | Volatility | Index-Futures | Index futures | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Aktienindex | Stock index |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of International Trade & Commerce, Vol.13, No.4, pp.139-159 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 22, 2017 erstellt |
Classification: | F37 - International Finance Forecasting and Simulation ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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