Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis

Journal of Futures Markets

Volumn 20, Issue 2, 2000, Pages 145-166

  Cheng, Louis T W ^a   Fung, Joseph K W ^c   Chan, Kam C ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF DAYTON   (United States)

^c HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034423482     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(200002)20:2<145::AID-FUT3>3.0.CO;2-G     Document Type: Article

References (12)

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