The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Gaoxiu Qiao, Yuxin Teng, Yanyan Xu and Lu Wang
| Year of publication: |
2020
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|---|---|
| Authors: | Qiao, Gaoxiu ; Teng, Yuxin ; Xu, Yanyan ; Wang, Lu |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 1, p. 85-99
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| Subject: | jump volatility | liquidity | realized volatility | Volatilität | Volatility | China | Aktienindex | Stock index | Liquidität | Liquidity | Index-Futures | Index futures | Marktliquidität | Market liquidity | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1640861 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197378