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Keywords: VKOSPI Futures
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (1): 139–167.
Published: 28 February 2017
... from KOSPI200 index options prices since April 13, 2009 and listed VKOSPI futures on November 17, 2014. However, VKOSPI futures has still not been activated than those listed in developed countries. In this paper, we investigate the informational efficiency of VKOSPI futures and analyze the illiquidity...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (3): 433–464.
Published: 31 August 2014
... of the newly issued ELS. Lastly, to mitigate the volatility distortion effect, we suggest to list VKOSPI-related derivatives securities such as VKOSPI futures and options, which in turn balance the trading demands for selling and buying volatilities. © 2014 Emerald Publishing Limited 2014 This article...
