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Showing results 1 to 6 of 6

1
Do hedge funds time market tail risk? Evidence from option-implied tail risk

Shin, Jung-Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk, JOURNAL OF FUTURES MARKETS, v.39, no.2, pp.205 - 237, 2019-02

2
Economic indicators and stock market volatility in an emerging economy

Chun, Dohyun; Cho, Hoon; Ryu, Doojin, ECONOMIC SYSTEMS, v.44, no.2, 2020-06

3
Forecasting carbon futures volatility using GARCH models with energy volatilities

Byun, Suk Joon; Cho, Hangjun, ENERGY ECONOMICS, v.40, pp.207 - 221, 2013-11

4
INFORMATION CONTENT OF VOLATILITY SPREADS

Kang, BJ; Kim, Tong Suk; Yoon, SJ, JOURNAL OF FUTURES MARKETS, v.30, no.6, pp.533 - 558, 2010-06

5
The reference dependency of short-term reversal

Goh, Jihoon; Jeong, Giho; Kang, Jangkoo, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.78, pp.195 - 211, 2022-03

6
What do unions do for mothers? Paid maternity leave use and the multifaceted roles of labor unions

Park, Tae-Youn; Lee, Eun-Suk; Budd, John W., INDUSTRIAL & LABOR RELATIONS REVIEW, v.72, no.3, pp.662 - 692, 2019-05

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