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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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