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subject:"ARCH-Modell"
~language:"eng"
~person:"Bae, Sung-chul"
~person:"Banerjee, Ameet Kumar"
~subject:"Derivat"
~subject:"Südkorea"
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ARCH-Modell
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Bae, Sung-chul
Banerjee, Ameet Kumar
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The journal of futures markets
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Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
2
Order flows, investor sentiments and feedback trade in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
- In:
Journal of quantitative economics
18
(
2020
)
4
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012418879
Saved in:
3
Derivatives trading, volatility spillover, and regulation : evidence from the Korean securities markets
Bae, Sung-chul
;
Kwon, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
29
(
2009
)
6
,
pp. 563-597
Persistent link: https://www.econbiz.de/10003842870
Saved in:
4
Futures trading, spot market volatility, and market efficiency : the case of the Korean index futures markets
Bae, Sung-chul
;
Know, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1195-1228
Persistent link: https://www.econbiz.de/10002428805
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