Future market or system that allows trading of KOSPI 200 stock
index futures from 6:00 p.m. to 5:00 a.m.
Time expansion: 9:00 a.m. - 3:15 p.m. + 6:00 p.m. - 5:00 a.m.
Reduce risks arising from external variable
Plan out investment strategies
Increase overall liquidity of market
Reduce volatility caused by changes in foreign
The Korean futures market, including day time and night time, has become the largest futures market all around the world in terms of trading volume. Although Korean futures market has a variety of futures, the main underlying asset for futures that led the market to the summit is KOSPI 200 index, which is composed of diversified two hundred companies’ stocks traded in KOSPI ma
The study evaluated other countries’ index futures in managing risk of PSEi by using 486 daily closing prices from, May 15, 2013 to October 8, 2015. Cross-hedging ratios and cross-hedging performance of KOSPI200, IBEX35, CSI300 index futures were
This study investigates the risk management of investing the NYSE market Portfolio in USA employing KOSPI200 stock index futures during January 5, 2008 to March 27, 2015. Accordingly, we calculate cross hedging ratios and cross hedging performance o