The impact of decreased margin requirements on futures markets : evidence from CSI 300 index futures
Wenli Huang, Jingyu Luo, Yanhong Qian, and Yuqi Zheng
| Year of publication: |
2021
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| Authors: | Huang, Wenli ; Luo, Jingyu ; Qian, Yanhong ; Zheng, Yuqi |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 7, p. 2052-2064
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| Subject: | Futures margin | index futures | price discovery | volatility spillover | Index-Futures | Index futures | Volatilität | Volatility | Derivat | Derivative | Finanzmarktregulierung | Financial market regulation | Rohstoffderivat | Commodity derivative | Futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2020.1852925 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549868