Index futures volatility and trading activity : measuring causality at a multiple horizon
Sangram Keshari Jena, Aviral Kumar Tiwari, David Roubaud, Muhammad Shahbaz
| Year of publication: |
March 2018
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|---|---|
| Authors: | Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Roubaud, David ; Shahbaz, Muhammad |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 247-255
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| Subject: | Multiple-horizon Granger causality | Open interest | Trading activity | Kausalanalyse | Causality analysis | Index-Futures | Index futures | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.09.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982593