The effect of index futures trading on volatility : three markets for Chinese stocks
Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Bohl, Martin T. ; Diesteldorf, Jeanne ; Siklos, Pierre L. |
| Published in: |
China economic review : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 1043-951X, ZDB-ID 1117248-4. - Vol. 34.2015, p. 207-224
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| Subject: | Chinese stock markets | Index futures | Volatility spillovers | Volatilität | Volatility | China | Index-Futures | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Terminbörse | Futures exchange | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.chieco.2014.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011459709