Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic
Wenwen Liu, Yiming Gui, Gaoxiu Qiao
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Wenwen ; Gui, Yiming ; Qiao, Gaoxiu |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 61.2022, p. 1-16
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| Subject: | Covid-19 epidemic | Dynamics lead-lag relationship | Jumps | Stock index and futures | Thermal optimal path | Aktienindex | Stock index | Coronavirus | China | Index-Futures | Index futures | Epidemie | Epidemic | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101669 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246856