Toward an early warning system of financial crises: What can index futures and options tell us?
Year of publication: |
2015
|
---|---|
Authors: | Li, Wei-Xuan ; Chen, Clara Chia-Sheng ; French, Joseph J. |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 55.2015, C, p. 87-99
|
Publisher: |
Elsevier |
Subject: | Financial crises | S&P 500 options and futures | Early warning system (EWS) | Multinomial logit models |
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