Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data

von Kim, Sol
Veröffentlicht in Review of Pacific Basin financial markets and policies (2017)

Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data

von Kim, Sol
Veröffentlicht in Asia-Pacific journal of financial studies (2011)

Skewness versus Kurtosis : implications for pricing and hedging options

von Kim, Sol
Veröffentlicht in Asia-Pacific journal of financial studies (2017)

Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis

von Lien, Da-hsiang Donald
Veröffentlicht in The North American journal of economics and finance (2018)

Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets

Veröffentlicht in The North American journal of economics and finance (2014)