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Keywords: KOSPI200 index
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (2): 156–170.
Published: 04 June 2021
... to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Feedback trading KOSPI200 futures KOSPI200 index Market stabilizer National Pension Service The National Pension Service (NPS) of Korea is considered...
Journal Articles
The Variance Swaps based on KOSPI200 Index and the Term Structure of Variance Risk Premium
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2013) 21 (4): 435–463.
Published: 30 November 2013
... commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode KOSPI200 Index Variance Swap Realized Variance Volatility Term Structure of Variance...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2013) 21 (3): 275–305.
Published: 31 August 2013
...Byungwook Choi The purpose of this study is to investigate hedging effectiveness of KOSPI200 index futures and options using three measures proposed by Fishburn (1977), Ederington (1979), and Howard and D’Antonio (1987). The comparison of hedging effectiveness is conducted based on the market...
