Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Yan Dong, Cijun Fan and Dayong Zhang
| 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 | Schätzung | Estimation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Noise Trading | Noise trading | Spotmarkt | Spot market | Volatilität | Volatility | Hongkong | Hong Kong | Börsenkurs | Share price | Singapur | Singapore | Japan | Aktienindex | Stock index |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10971475.2016.1193393 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011666780