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A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange

Guo, Biao; Han, Qian; Liu, Maonan; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 197-212

Persistent link: https://www.econbiz.de/10010258907

Contagion and the role of market development : the case of the Malaysian futures market during the East Asian crisis of 1997

Brookfield, David; Azizan, Azlinna - In: Economic issues 11 (2006) 2, pp. 1-18

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Expiration day effects of Taiwan index futures : the case of the Singapore and Taiwan Futures Exchanges

Chung, Huimin; Hseu, Mei-Maun - In: Journal of international financial markets, … 18 (2008) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10003710323

Cross-market linkages of Taiwan index futures contracts listed on the Taiwan futures exchange and the Singapore exchange

Fung, Hung-gay; Liu, Qingfeng Wilson; Park, Gyoungsin Daniel - In: Review of Pacific Basin financial markets and policies 10 (2007) 4, pp. 561-583

Persistent link: https://www.econbiz.de/10003675544

A Tale of Two Index Futures : The Intraday Price Discovery and Volatility Transmission Processes between the China Financial Futures Exchange and the Singapore Exchange

Han, Qian - 2012

Singapore Exchange and the China Financial Futures Exchange. Using one- and five-minute high-frequency data from May to November … 2011, we found that China's CSI 300 index futures dominated Singapore's A50 index futures in terms of the price discovery … 300 futures market also dominates its Singapore counterpart in the intraday volatility transmission process. These results …

Persistent link: https://www.econbiz.de/10013108922