Cojumps in China's spot and stock index futures markets
Year of publication: |
November 2015
|
---|---|
Authors: | Wang, Hao ; Yue, Mengqi ; Zhao, Hua |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 35.2015, 2, p. 541-557
|
Subject: | Cojump | Macroeconomic announcement | Jump covariation | Spot | Futures | China | Index-Futures | Index futures | Ankündigungseffekt | Announcement effect | Spotmarkt | Spot market | Volatilität | Volatility | Derivat | Derivative |
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