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Fei, Ren ; Li-Xin, Zhong ; Mei-Ling, Cai ; Sai-Ping, Li ; Zhang-Hangjian, Chen. (2021) Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks.
In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000784.

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cites:

Zhang, Z.C. ; Wang, Y. An empirical research of the volatility and spillover effects of stock index future market based on 2-ec-egarch model. 2009 Journal of Huazhong University of Science & Technology. 23 75-80

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