Toward an early warning system of financial crises : what can index futures and options tell us?
Year of publication: |
2015
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Authors: | Li, Wei-Xuan ; Chen, Clara Chia-Sheng ; French, Joseph J. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 55.2015, p. 87-99
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Subject: | Financial crises | S&P 500 options and futures | Early warning system (EWS) | Multinomial logit models | Frühwarnsystem | Early warning system | Finanzkrise | Financial crisis | Währungskrise | Currency crisis | Index-Futures | Index futures | Welt | World | Logit-Modell | Logit model | Prognose | Forecast | Derivat | Derivative | Theorie | Theory | Bankenkrise | Banking crisis |
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