Price discovery and volatility spillovers in the DJIA index and futures markets
Year of publication: |
1999
|
---|---|
Authors: | Tse, Yiuman |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 8, p. 911-930
|
Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | 1997-1998 |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | DJIA = Dow Jones Industrial Average In: The journal of futures markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pan, Ming-shiun, (1998)
-
Does WTI oil price returns volatility spillover to the exchange rate and stock index in the US?
Wei, Ching Chun, (2014)
-
Gannon, Gerard L., (1998)
- More ...
-
Fractional cointegration tests with GARCH
Tse, Yiuman, (1998)
-
International linkages in Euromark futures markets: Information transmission and market integration
Tse, Yiuman, (1998)
-
Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman, (1999)
- More ...