Volatility premium and term structure of China blue-chip index options
Xinming Huang, Jie Liu, Xinjie Zhang, and Yinglun Zhu
| Year of publication: |
2020
|
|---|---|
| Authors: | Huang, Xinming ; Liu, Jie ; Zhang, Xinjie ; Zhu, Yinglun |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 3, p. 527-542
|
| Subject: | China VIX | volatility premium | volatility term structure | Volatilität | Volatility | China | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2018.1469002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211477