Work

The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis

Year: 2019

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2019.05.017

Authors: Qiang Chen, Yuting Gong

Institutions: Shanghai University of Finance and Economics, Shanghai University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G7052029410

OpenAlex ID: W2948071673

FWCI: 1.536

Cites: 47

Cited by: 18

Related to: 10