Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility
Gerard Gannon; Siu Pang Au-Yeung
| Year of publication: |
2008
|
|---|---|
| Authors: | Gannon, Gerard L. ; Au-Yeung, Siu Pang |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 11.2008, 1, p. 47-59
|
| Subject: | Strukturbruch | Structural break | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Index-Futures | Index futures | Derivat | Derivative | Hongkong | Hong Kong | 1994-2001 |
| 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/10003679942