The impact of index futures on spot market volatility in China
Year of publication: |
2014
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Authors: | Xie, Shiqing ; Huang, Jiajun |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.1, p. 167-177
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Subject: | CSI 300 | index futures | spot market | volatility | Volatilität | Volatility | Index-Futures | Index futures | Spotmarkt | Spot market | China |
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