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

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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中国科学院数学与系统科学研究院期刊网

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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

Yinggang ZHOU¹^,²^,³(), Zeyun BEI³^,⁴^,*()

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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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