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한·미간 주가변동의 상관관계 연구

A Study of Correlations in Stock Returns and Volatility between the U.S. and Korea (Written in Korean)

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Abstract

In this paper, we study the relationship between the U.S. daily stock returns and the corresponding Korean returns. More specifically, we examine whether the previously realized U.S. stock returns would help predict the current Korean returns. We find th

Issue Date
2002-12-31
Publisher
한국개발연구원
Korea Development Institute
Language
ko
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