This study examines the market for green bonds, which have been in the spotlight as an eco-
friendly investment product. We analyze the volatility dynamics and spillovers between the …

This paper examines volatility and skewness spillover between Chinese stock index and
index futures markets during the market crash in 2015. The results reveal that the volatility …

Purpose This study empirically explores the intraday price discovery mechanism and
volatility transmission effect between the dual-listed Indian Nifty index futures traded …

The Chinese stock market and its impacts on other stock markets have attracted a lot of
attention and have been of a great concern to many countries. This paper aims to shed light …

A TGARCH modeling is argued to be the optimal basis for investigating the impact of index
futures trading on spot price variability. We discuss the CSI-300 index (China-Shanghai …

Using a difference‐in‐difference approach, we find that restrictions placed on the CSI 300
and CSI 500 index futures trading during the recent Chinese stock market crisis deteriorated …

This paper considers CSI 300 Index futures and the underlying index from April 2010 to
December 2018 based on high frequency data to test the price discovery function and …

We review the literature on derivatives in emerging markets. This young but booming
literature appears to be concentrated on a few countries, but is quite rich in terms of subject …

In this study, we examine return spillover, volatility transmission, and cojump behavior
between the US and Korean stock markets. In particular, we focus on cojump behavior …

Purpose This study examines the dynamic linkages between the Indian Nifty index futures
traded on the offshore Singapore Exchange (SGX) and US stock indices (DJIA, NASDAQ …