Hedging with Chinese aluminum futures : international evidence with return and volatility spillover indices under structural breaks
Chi Keung Marco Lau and Mehmet Huseyin Bilgin
| Year of publication: |
2013
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| Authors: | Lau, Chi Keung ; Bilgin, Mehmet Huseyin |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.1, p. 37-48
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| Subject: | asymmetric basis effect | dynamic hedging strategy | futures markets | return and volatility spillover indices | structural changes | Volatilität | Volatility | Hedging | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Derivat | Derivative | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009743748