The effect of index futures trading on volatility : three markets for Chinese stocks
Year of publication: |
July 2015
|
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Authors: | Bohl, Martin T. ; Diesteldorf, Jeanne ; Siklos, Pierre L. |
Published in: |
China economic review : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 1043-951X, ZDB-ID 1117248-4. - Vol. 34.2015, p. 207-224
|
Subject: | Chinese stock markets | Index futures | Volatility spillovers | Volatilität | Volatility | China | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Index-Futures | Terminbörse | Futures exchange | Aktienindex | Stock index |
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