Dynamic Price Discovery and Asymmetric Volatility Transmission Between China's Treasury Bond Futures and Cash Markets

Yinggang ZHOU, Zeyun BEI

China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (4) : 814-837.

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China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (4) : 814-837. DOI: 10.12012/CJoE2021-0058

Dynamic Price Discovery and Asymmetric Volatility Transmission Between China's Treasury Bond Futures and Cash Markets

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2021, 1(4): 814-837 https://doi.org/10.12012/CJoE2021-0058

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