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~accessRights:"restricted"
~person:"Chang, Chia-Lin"
~person:"Son, D. Pham"
~subject:"Index derivative"
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Index derivative
Spillover effect
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Volatility
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ARCH model
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Biofuel
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ETFs
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Chang, Chia-Lin
Son, D. Pham
Chen, Jo-hui
3
Kang, Sang Hoon
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Alomari, Mohammed
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Bouri, Elie
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Dang Trung Kien
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Mirza, Nawazish
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International review of economics & finance : IREF
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Liquidity spillover between ETFs and their constituents
Son, D. Pham
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 723-747
Persistent link: https://www.econbiz.de/10014474669
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2
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
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