Work

Corporate Vulnerability Index as a Fear Gauge?Exploring the Contagion Effect between U.S. and Korean Markets

Year: 2015

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2015.23.1.073

Authors: Jun Sik Kim, Doojin Ryu, Sung Won Seo

Institutions: Incheon National University, Sungkyunkwan University, Ajou University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Research Foundation of Korea

OpenAlex ID: W2109339906

FWCI: 18.51

Cites: 65

Cited by: 45

Related to: 10