Information spillovers between derivative markets with differences in transaction costs and liquidity
Year of publication: |
2009
|
---|---|
Authors: | Blasco, Natividad ; Corredor, Pilar ; Santamaría Aquilué, Rafael |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 10/12, p. 1039-1047
|
Subject: | Transaktionskosten | Transaction costs | Derivat | Derivative | Theorie | Theory | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market |
-
Information flow between derivatives and spot market : the reason of studies results divergence
Aloulou, Abderrahmen, (2015)
-
The Financial Metaverse : Tokens, Derivatives and Other Synthetic Assets
Spinner, Albin, (2024)
-
Transaction costs, arbitrage, and volatility spillover : a note
Aragó, V., (2003)
- More ...
-
Does informed trading occur in the options market? : some revealing clues
Blasco, Natividad, (2010)
-
Blasco, Natividad, (2007)
-
Is there an expiration effect in the bitcoin market?
Blasco, Natividad, (2023)
- More ...