This study tests and documents the information content of all publicly available implied
volatility indices regarding both the realized volatility and the returns of the underlying asset …

Volatility plays crucial roles in financial markets, such as in derivative pricing, portfolio risk
management, and hedging strategies. Therefore, accurate prediction of volatility is critical …

This study examines the market for green bonds, which have been in the spotlight as an eco-
friendly investment product. We analyze the volatility dynamics and spillovers between the …

This study tests and documents the information content of all publicly available implied
volatility indices regarding both the realized volatility and the returns of the underlying asset …

This study examines and compares the information content of futures and options trades by
analyzing the transaction dataset of derivatives underlying the KOSPI 200 index. This …

By analyzing the daily realized volatility series calculated from intraday stock price
observations, this study examines the direct causality between one-day-ahead aggregate …

This study uses an endogenous Markov-switching framework to examine the
interrelatedness of the volatility dynamics of the US and Korean markets. Previous literature …

Previous studies have examined the various constructs of creative tourism, but the way
travelers integrate the image of their self with a creative destination brand has not been …

Using a three-regime Markov-switching framework, with time-varying transition probabilities
and exogenous state variables, we find that overseas (US) market factors are more …

By analyzing the high-quality intraday transaction dataset of KOSPI200 index futures
contracts, one of the most actively traded index futures products in the world, this study …