An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations

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Veröffentlicht in:Journal of emerging market finance
1. Verfasser: Kang, Jangkoo (VerfasserIn)
Weitere Verfasser: Chang, Joo Lee (VerfasserIn), Soon, Hee Lee (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2006
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