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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~person:"Chiang, Chin-Han"
~person:"Ryu, Doojin"
~person:"Theissen, Erik"
~subject:"Optionsgeschäft"
~subject:"Volatilität"
~type:"article"
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Optionsgeschäft
Volatilität
Börsenkurs
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A50
1
Aktienindex
1
CSI300
1
China
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Cointegration
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Derivat
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Estimation
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Index futures
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Option trading
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VKOSPI
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futures market
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implied volatility
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information share
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price discovery
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threshold vector error correction model (TVECM)
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volatility transmission
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Chiang, Chin-Han
Ryu, Doojin
Theissen, Erik
Ajayi, Richard A.
1
Amin, Abu S.
1
Atilgan, Yigit
1
Aydogan, Berna
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Baklaci, Hasan F.
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Bildik, Recep
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Cai, Weixian
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Cao, Hong
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Chang, Chiao-yi
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Chang, Heng-Yu
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Hu, Wu-Yueh
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Hussain, Syed Mujahid
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Applied economics letters
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Asia-Pacific journal of financial studies
1
Asian economic journal : journal of the East Asian Economic Association
1
Economic systems
1
Emerging markets review
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative finance
1
Romanian journal of economic forecasting
1
Schmalenbach business review : sbr
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
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2
A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao
;
Han, Qian
;
Liu, Maonan
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
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