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the recently published VKOSPI (in Korea) – and their stock market indices, the authors find an asymmetric volatility …
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model-free implied volatility indices - VIX (the U.S.) and VKOSPI (Korea) - and their corresponding stock market indices, we …
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As Korea's household debt has increased rapidly since the mid-2000s, concerns that its economy's hard-wired leveraging …
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