International transmission of volatility between stock and stock index futures markets
Vesa Puttonen
| Year of publication: |
1995
|
|---|---|
| Authors: | Puttonen, Vesa |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 5.1995, 2/3, p. 97-115
|
| Subject: | Kapitalmobilität | Capital mobility | Aktienmarkt | Stock market | Derivat | Derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Finnland | Finland | Schweden | Sweden | 1988-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001508146