Implied Volatility Futures Trading Activity and Impacts on Asian Stock Market: An Empirical study
This study analyzes impacts of the adoption of a new type of derivatives instrument in the Asian stock market- the implied volatility futures. Furthermore, the analysis is carried on to the preferences of hedging tools in the two pioneering markets in such adoption, Hong Kong and Japan. Unlike other...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2014
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| Online Access: | https://eprints.nottingham.ac.uk/27184/ |