An Empirical Study on the Lead-Lag Relationship between Five-Year Chinese Government Spot Bonds and Futures Markets
Year of publication: |
2017
|
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Authors: | Qin, Rong-Yuan |
Other Persons: | Heo, Ji-Hun (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | China | Schätzung | Estimation | Derivat | Derivative | Spotmarkt | Spot market | Futures | Lag-Modell | Lag model | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of International Trade & Commerce, Vol.13, No.1, pp.49-67 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 17, 2017 erstellt |
Classification: | F37 - International Finance Forecasting and Simulation ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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