Open AccessThe Lead - lag Relationships among Stock Index, Sovereign CDS Spread, and Volatility Index in Korean and Japanese Markets
Author(s) -
강내영,
Yuen Jung Park,
JungSoon Hyun
Publication year - 2016
Publication title -
boheom geumyung yeon-gu/boheom geumyung yeongu
Language(s) - English
Resource type - Journals
ISSN - 2384-3209
DOI - 10.23842/jif.2016.27.4.001
Subject(s) - index (typography) , lead–lag compensator , volatility (finance) , stock market index , lag , business , sovereignty , stock (firearms) , financial economics , econometrics , monetary economics , economics , stock market , geography , computer science , political science , engineering , computer network , context (archaeology) , archaeology , control engineering , world wide web , politics , law