The pricing of China stock index options based on monetary policy uncertainty
Jing Niu, Chao Ma, Yunpeng Wang, Chun-Ping Chang, Haijie Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Niu, Jing ; Ma, Chao ; Wang, Yunpeng ; Chang, Chun Ping ; Wang, Haijie |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 81.2022, p. 1-12
|
| Subject: | Monetary policy | Pricing | Stock index option | Geldpolitik | China | Index-Futures | Index futures | Aktienindex | Stock index | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.asieco.2022.101504 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549938