An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations

This article empirically examines the lead-lag relations among the KOSPI200 spot market, the KOSPI200 futures market, and the KOSPI200 options market, and provides some explanations for the observed lead-lag relations. In general, the KOSPI200 futures and options markets lead the KOSPI200 spot marke...

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Veröffentlicht in:	Journal of emerging market finance 2006-12, Vol.5 (3), p.235-261
Hauptverfasser:	Kang, Jangkoo, Lee, Chang Joo, Lee, Soonhee
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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