Role of the futures market on volatility and price discovery of the spot market : evidence from Pakistan's stock market
Year of publication: |
2006
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Authors: | Khan, Safi Ullah |
Published in: |
The Lahore journal of economics. - Lahore, ISSN 1811-5438, ZDB-ID 2228723-1. - Vol. 11.2006, 2, p. 107-121
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Subject: | Futures | Spotmarkt | Spot market | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Kointegration | Cointegration | Schätzung | Estimation | Pakistan | 2001-2003 |
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