Open AccessA Study on Price Discovery and Dynamic Interdependence of ETF Market Using Vector Error Correction Model — Focuse on KODEX leverage and inverse —
Author(s) -
Kim Soo Kyung,
Young Tae Byun,
Kim Woo Hyun
Publication year - 2019
Publication title -
gyeongyeong gwa jeongbo yeongu/gyeong'yeong jeongbo yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2733-4767
pISSN - 1598-2459
DOI - 10.29214/damis.2019.38.1.008
Subject(s) - leverage (statistics) , price discovery , error correction model , inverse , econometrics , computer science , business , economics , financial economics , mathematics , artificial intelligence , geometry , cointegration , futures contract