After the limitation on put-option for stock prices is removed, the bidirectionally fluctuation spillover will exist in both stocks and futures; yet, stocks will take stronger leading place.
After the limitation on put-option for stock prices is removed, the bidirectionally fluctuation spillover will exist in both stocks and futures; yet, stocks will take stronger leading place.
解除放空价格限制前后现货与期货都存在双向的波动性外溢,但现货之领先地位增加。