Does contract size matter for price discovery and risk management in stock index futures?
Sangram Keshari Jena, Ashutosh Dash
| Year of publication: |
2016
|
|---|---|
| Authors: | Jena, Sangram Keshari ; Dash, Ashutosh |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 13.2016, 3, p. 62-74
|
| Subject: | VAR | price discovery | risk management | granger causality | variance decomposition | impulse function | Risikomanagement | Risk management | Kausalanalyse | Causality analysis | Index-Futures | Index futures | VAR-Modell | VAR model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011666579