Relationships between Chinese stock market and its index futures market : evaluating the impact of QFII scheme
Rui Huo, Abdullahi Dahir Ahmed
| Year of publication: |
April 2018
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|---|---|
| Authors: | Huo, Rui ; Ahmed, Abdullahi Dahir |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 44.2018, p. 135-152
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| Subject: | Index futures market | Volatility spillover | Multivariate GARCH model | Return | Index-Futures | Index futures | Volatilität | Volatility | ARCH-Modell | ARCH model | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2017.07.049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011983026