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~person:"Ryu, Doojin"
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Ryu, Doojin
Hull, John
24
Wang, Xingchun
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9
Rahbek, Anders
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7
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The journal of futures markets
3
Applied economics letters
1
Asian economic journal : journal of the East Asian Economic Association
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
10
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1
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
2
Informed trading in the index option market : the case of KOSPI 200 options
Ahn, Hee-joon
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1118-1146
Persistent link: https://www.econbiz.de/10003773141
Saved in:
3
Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets review
22
(
2015
),
pp. 43-64
Persistent link: https://www.econbiz.de/10011304192
Saved in:
4
The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
Saved in:
5
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
6
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
7
Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
Saved in:
8
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
Saved in:
9
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
10
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
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