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The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Markets: A case of the KOSPI200 Index Markets(JangKoo Kang, Soonhee Lee, and Changjoo Lee)

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Date2007.09.14

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(3-3) The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Market A Case of the KOSPI200 Index Markets.pdf

다음 게시물

International links between the dollar, euro, and yen interest rate swap markets: A new approach using the wavelet multiresolution method(Francis In, Rob Brown)

2007.09.14

이전 게시물

The Relationship Between Cash and Futures Market in An Emerging Malaysian Economy and The Impact of Financial Crisis on this Relationship(Taufiq Hassan, Shamsher Mohamad)

2007.09.14

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