Informational efficiency and spurious spillover effects between spot and derivatives markets
Year of publication: |
2015
|
---|---|
Authors: | Sogiakas, Vasilios ; Karathanassis, George A. |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 27.2015, p. 46-72
|
Subject: | Spurious spillover effects | Derivatives markets | Regime shift | Spillover-Effekt | Spillover effect | Derivat | Derivative | Volatilität | Volatility |
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