The impact of decreased margin requirements on futures markets : evidence from CSI 300 index futures
Year of publication: |
2021
|
---|---|
Authors: | Huang, Wenli ; Luo, Jingyu ; Qian, Yanhong ; Zheng, Yuqi |
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 |
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