The impact of index futures on spot market volatility in China
Shiqing Xie and Jiajun Huang
| Year of publication: |
2014
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|---|---|
| Authors: | Xie, Shiqing ; Huang, Jiajun |
| 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. 50.2014, Suppl.1, p. 167-177
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| Subject: | CSI 300 | index futures | spot market | volatility | Index-Futures | Index futures | Volatilität | Volatility | China | Spotmarkt | Spot market | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010403273