Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis

  • Louis T.W. Cheng*
  • , Joseph K.W. Fung
  • , Kam C. Chan
  • *Corresponding author for this work

    Research output: Contribution to journalJournal articlepeer-review

    24 Citations (Scopus)

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    Economics, Econometrics and Finance