Essays about: "Lang Qin"

Found 1 essay containing the words Lang Qin.

  1. 1. Empirical Research on Information Transmission in the Hang Seng Index Markets: Evidence from Index Futures, Flagship Index and Finance Index

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lang Qin; Yang Zhou; [2013]
    Keywords : Hang Seng Index Futures market; Volatility Spillovers; Financial Crisis; BEKK model; Business and Economics;

    Abstract : This paper investigates the price discovery mechanism in the Hang Seng Index markets. The analysis is based on the cross-market volatility spillover effects by using the daily sets of Hang Seng Index (HSI), Hang Seng Finance Index (HSFIN), and Hang Seng Index futures (HSCIS00). READ MORE