Open AccessKOSPI 200 Derivatives and Volatility Spillover between Stocks in the Spot Market
Author(s) -
KWONTAEKHO,
배성철,
Jong Won Park
Publication year - 2007
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2007.6.1.003
Subject(s) - volatility (finance) , spillover effect , spot market , financial economics , economics , monetary economics , business , econometrics , macroeconomics , physics , electricity , quantum mechanics
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