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Stock market volatility and trading activities in the KOSPI 200 derivatives markets

Abstract
The relationship between the trading activities of the Korea Stock Price Index 200 derivatives contracts and their underlying stock market volatility is examined. A positive contemporaneous relationship between the stock market volatility and the derivatives volume is found while the relationship is negative between the volatility and open interest. For the cash volatility and derivatives volume two-way causality is found for both futures and options contracts, but for the cash volatility and open interest two-way causality is found only in options markets.

Publication details
Download http://taylorandfrancis.metapress.com/link.asp?target=contribution&id=533AGA8A4GX7NHD8
Repository RePEc (Germany)
Type article