
The Relationship between the Basis and KOSPI200 Spot/Futures depending on the Market State
Author(s) -
이호,
Kyongwon Park
Publication year - 2015
Publication title -
gugje hoe'gye yeon'gu/gukje hoegye yeongu
Language(s) - English
Resource type - Journals
eISSN - 2671-664X
pISSN - 1598-3919
DOI - 10.21073/kiar.2015..61.007
Subject(s) - futures contract , futures market , basis (linear algebra) , state (computer science) , financial economics , economics , business , mathematics , geometry , algorithm