Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks
Zhang-HangJian Chen, Sai-Ping Li, Mei-Ling Cai, Li-Xin Zhong, Fei Ren
| Year of publication: |
2021
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|---|---|
| Authors: | Chen, Zhang-HangJian ; Li, Sai-Ping ; Cai, Mei-Ling ; Zhong, Li-Xin ; Ren, Fei |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-11
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| Subject: | Cross-regional risk spillovers | Exogenous shocks | Stock index | Stock index futures | Index-Futures | Index futures | Schock | Shock | Aktienindex | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101451 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013186364