## Abstract The negative volatility risk premium is understood as a result for a hedging demand against market declines. Although this negative volatility risk premium is observed in most index options markets, there are some doubts about its presence in the KOSPI 200 index options market. The majo
β¦ LIBER β¦
Stock market volatility and trading activities in the KOSPI 200 derivatives markets
β Scribed by Kim, Minho; Kim, Gyeong Rok; Kim, Mincheol
- Book ID
- 120469856
- Publisher
- Taylor and Francis Group
- Year
- 2004
- Tongue
- English
- Weight
- 103 KB
- Volume
- 11
- Category
- Article
- ISSN
- 1350-4851
No coin nor oath required. For personal study only.
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