A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Biao Guo, Qian Han, Maonan Liu, and Doojin Ryu
| Year of publication: |
2013
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| Authors: | Guo, Biao ; Han, Qian ; Liu, Maonan ; Ryu, Doojin |
| 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.4, p. 197-212
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| Subject: | A50 | CSI300 | futures market | information share | price discovery | volatility transmission | Volatilität | Volatility | Index-Futures | Index futures | Singapur | Singapore | China | Börsenkurs | Share price | Derivat | Derivative | Terminbörse | Futures exchange |
| Extent: | graph. Darst. |
|---|---|
| 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/10010258907