Investigating causality effects in return volatility among five major futures markets in European countries with a Mediterranean connection
Ercan Özen, Özdemir Letife, Simon Grima, Frank Bezzina
| Year of publication: |
luglio-decembre 2014
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|---|---|
| Authors: | Özen, Ercan ; Letife, Özdemir ; Grima, Simon ; Bezzina, Frank |
| Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 2.2014, 2, p. 207-220
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| Subject: | Futures Markets | Return Volatility (GARCH) | Granger Causality | Mediterranean | Stability | Volatilität | Volatility | Kausalanalyse | Causality analysis | Mittelmeerraum | Mediterranean region | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Derivat | Derivative | Deutschland | Germany |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.12831/78759 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011951376