The impact of futures trading on spot index volatility: Evidence for Taiwan index futures

Applied Economics Letters

Volumn 9, Issue 6, 2002, Pages 381-385

  Chiang, Min Hsien ^a   Wang, Cheng Yu ^a  

^a NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

PRICE DYNAMICS; STOCK MARKET; TRADE RELATIONS;

TAIWAN;

EID: 0036252982     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850110068837     Document Type: Article

References (34)

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