Cross-listed futures index and price discovery
Mohammad Shameem Jawed, Archit V. Tapar, Amol S. Dhaigude
| Year of publication: |
2020
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|---|---|
| Authors: | Jawed, Mohammad Shameem ; Tapar, Archit Vinod ; Dhaigude, Amol |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 6, p. 509-519
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| Subject: | Cross Listing | Price Discovery | Index Futures | VAR and Granger Causality | Index-Futures | Index futures | Zweitlisting | Dual listing | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Aktienindex | Stock index | VAR-Modell | VAR model | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012596570