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The Hong Kong Currency Board During the 1997–8 Crisis: Problems and Solutions

✍ Scribed by Nai-fu Chen


Book ID
108565431
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
112 KB
Volume
2
Category
Article
ISSN
1369-412X

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This article studies the impact of the Asian financial crisis on index options and index futures markets in Hong Kong. We employed a time-stamped transaction data set of the Hang Seng Index options and futures contracts that were traded on the Hong Kong Futures Exchange. The results show that during