Index future trading and spot market volatility in frontier markets : evidence from Ho Chi Minh Stock Exchange
Loc Dong Truong, Anh Thi Kim Nguyen, Dut Van Vo
| Year of publication: |
2021
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|---|---|
| Authors: | Loc Dong Truong ; Nguyen Thi Kim Anh ; Vo Dut Van |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 28.2021, 3, p. 353-366
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| Subject: | Index future introduction | Spot market volatility | EGARCH | HOSE | Index-Futures | Index futures | Volatilität | Volatility | Spotmarkt | Spot market | Derivat | Derivative | ARCH-Modell | ARCH model | Börsenkurs | Share price | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-020-09325-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012599791