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 -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
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