Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Year of publication: |
September-October 2016
|
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Authors: | Dong, Yan ; Fan, Cijun ; Zhang, Dayong |
Published in: |
The Chinese economy. - Philadelphia, Pa. : Routledge, ISSN 1097-1475, ZDB-ID 1417105-3. - Vol. 49.2016, 5, p. 374-394
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Subject: | Asian stock markets | bubble | index futures | Markov switching ARCH | noise trader | Index-Futures | Index futures | Asien | Asia | Spekulationsblase | Bubbles | ARCH-Modell | ARCH model | Schätzung | Estimation | Aktienmarkt | Stock market | Spotmarkt | Spot market | Markov-Kette | Markov chain | Volatilität | Volatility | Börsenkurs | Share price | Hongkong | Hong Kong |
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