The rolling causal structure between the Chinese stock index and futures
Xiaojie Xu
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Xu, Xiaojie |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 31.2017, 4, p. 491-509
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| Subject: | CSI300 | Futures | Cointegration | Causality | Rolling test | China | Kausalanalyse | Causality analysis | Kointegration | Aktienindex | Stock index | Index-Futures | Index futures | Derivat | Derivative | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-017-0299-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944629