Herding, information cascades and volatility spillovers in futures markets

Michael McAleer; Kim Radalj

Year of publication:	2013
Authors:	McAleer, Michael ; Radalj, Kim
Publisher:	Rotterdam
Subject:	Herding \| Speculation \| Hedging \| Noise traders \| Currency and commodity markets \| Futures and spot markets \| Time-varying volatility \| Causality-in-variance \| Spillovers \| Rohstoffderivat \| Commodity derivative \| Währungsspekulation \| Currency speculation \| Spotmarkt \| Spot market \| Herdenverhalten \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| Spillover-Effekt \| Spillover effect \| Welt \| World

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