Browsing by Author "Li, Steven"
Volatility and skewness spillover between stock index and stock index futures markets during the crash period: New evidence from China Hou, Yang (Greg); Li, Steven (2018)This paper examines volatility and skewness spillover between the Chinese stock index and index futures markets during a market crash in 2015. The volatility spillover from futures to spot is significant and stronger than ...
Co-authors for Steven Li
Steven Li has 1 co-authors in Research Commons.