An Empirical Study on Hedge Performance of Won/Euro Futures Markets : Naive, OLS, VECM vs ECT-GARCH(1,1) Model

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2009.8.1.005 ◽

2009 ◽

Vol 8 (1) ◽

pp. 109-128

Author(s):

Chunghyo Hong

Keyword(s):

Empirical Study ◽

Futures Markets ◽

Hedge Performance

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An Empirical Study on Price Discovery among CDS Spread, Won/Dollar Spot and Futures Markets

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2011.10.4.005 ◽

2011 ◽

Vol 10 (4) ◽

pp. 103-121 ◽

Author(s):

Chunghyo Hong

Keyword(s):

Empirical Study ◽

Futures Markets ◽

Price Discovery ◽

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Asymmetric arbitrage in futures markets: An empirical study

Journal of Futures Markets ◽

10.1002/fut.3990060406 ◽

1986 ◽

Vol 6 (4) ◽

pp. 575-591 ◽

Author(s):

Da-Hsiang Donald Lien

Keyword(s):

Empirical Study ◽

Futures Markets

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An Empirical Study on Price discovery between Emission Spot and Futures Markets in EU ETS Emission Markets

Management & Information Systems Review ◽

10.29214/damis.2014.33.3.006 ◽

2014 ◽

Vol 33 (3) ◽

pp. 93-104

Author(s):

김수경

Keyword(s):

Empirical Study ◽

Futures Markets ◽

Price Discovery ◽

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An Empirical Study on Hedge Performance, Lead-lag and the Effectiveness of Trading Volume of US dollar Futures Market

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2015.14.2.006 ◽

2015 ◽

Vol 14 (2) ◽

pp. 113-132

Author(s):

Chunghyo Hong

Keyword(s):

Empirical Study ◽

Trading Volume ◽

Futures Market ◽

Us Dollar ◽

Hedge Performance

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An Empirical Study on the Lead-lag Relationship between Five-year Chinese Government Spot Bonds and Futures Markets

10.16980/jitc.13.1.201702.49 ◽

2017 ◽

Vol 13 (1) ◽

pp. 49-67

Author(s):

Rong-Yuan Qin ◽

◽

Ji-Hun Heo ◽

Keyword(s):

Empirical Study ◽

Futures Markets ◽

Chinese Government

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Estimation of dynamic asymmetric tail dependences: an empirical study on Asian developed futures markets

Applied Financial Economics ◽

10.1080/09603100701857864 ◽

2009 ◽

Vol 19 (4) ◽

pp. 273-290 ◽

Author(s):

Qing Xu ◽

Xiao-Ming Li

Keyword(s):

Empirical Study ◽

Futures Markets

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An Empirical Study on the Information Transmission Mechanism Among Korea, USA and UK Gold Spot and Futures Markets

Korean Journal of Financial Engineering ◽

10.35527/kfedoi.2016.15.2.005 ◽

2016 ◽

Vol 15 (2) ◽

pp. 121-140

Author(s):

Chunghyo Hong

Keyword(s):

Empirical Study ◽

Information Transmission ◽

Futures Markets ◽

Transmission Mechanism

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: (Estimation of the Hedge Performance of the Won/Yen Futures and Won/Euro Futures Markets)

SSRN Electronic Journal ◽

10.2139/ssrn.3018307 ◽

2008 ◽

Author(s):

Jung-Hyo Hong

Keyword(s):

Futures Markets ◽

Hedge Performance

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Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India

DECISION ◽

10.1007/s40622-016-0137-1 ◽

2016 ◽

Vol 43 (3) ◽

pp. 239-258 ◽

Author(s):

Sanjay Sehgal ◽

Mala Dutt

Keyword(s):

Empirical Study ◽

Futures Markets ◽

Information Linkages

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The inventory effect in commodity futures markets: An empirical study

Journal of Futures Markets ◽

10.1002/fut.3990070604 ◽

1987 ◽

Vol 7 (6) ◽

pp. 637-652 ◽

Author(s):

Da-Hsiang Donald Lien

Keyword(s):

Empirical Study ◽

Futures Markets ◽

Commodity Futures ◽

Commodity Futures Markets

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