Toward an early warning system of financial crises : what can index futures and options tell us?
Wei-Xuan Li; Clara Chia-Sheng Chen; Joseph J. French
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011334020