Trading Mechanisms and Price Volatility: Spot Versus Futures
نویسندگان
چکیده
منابع مشابه
Preliminary Inter-Temporal Volatility Spillovers and Price Dynamics Within and Between Spot and Futures Stock Markets
Formative studies have thoroughly examined causality within and between different spot and futures markets with a motivation to discover market co-movements, price leadership effects, and more recently, volatility spillovers across markets. However, the empirical framework within which this has been accomplished has neither analysed foreign spillover effects upon a spot / futures relationship n...
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ژورنال
عنوان ژورنال: The Review of Economics and Statistics
سال: 1993
ISSN: 0034-6535
DOI: 10.2307/2109644