Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH
| Year of publication: |
2002
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| Authors: | Bologna, Pierluigi ; Cavallo, Laura |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 3, p. 183-192
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