Interaction between Foreign and Domestic Investors in the Korean Stock and Futures Markets
β Scribed by Young-Rae Song; Yong-Jun Yang; Hyung-Sik Oh
- Book ID
- 110968163
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 266 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1351-3958
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the Eβmini S&P 500 futures contracts traded on a continuous 23βhour schedule on the Chicago Mercantile Exchange Globex electronic platform is studied. Volatility transmission in a single market across dif
CCC 0270-731 4/96/01 0055-1 5 'The univariate Exponential GARCH model (EGARCH) was suggested by Nelson (1991) as a means of modeling the tendency of stock market returns to be more volatile in periods following market declines.
rading in financial fumes currently accounts for roughly 35% of all futures T contracts, and it promises to become an even larger share of the market. Among those assets in which futures contracts are now traded are stock indices. Futures contracts on the Vdue4he Composite Average opened on Februar