Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Year of publication: |
1997
|
---|---|
Authors: | Choudhry, Taufiq |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 17.1997, 6, p. 689-705
|
Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Australien | Australia | Hongkong | Hong Kong | Japan | 1990-1994 |
-
Pacific Rim futures markets and their intertemporal relationships
Fong, Kingsley, (2000)
-
Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun, (2011)
-
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang, (2014)
- More ...
-
Money-Income Relationships between Three ERM Countries
Choudhry, Taufiq, (2002)
-
Common stochastic trends among far east stock prices: effects of the asian financial crisis
Choudhry, Taufiq, (2007)
-
Money-income relationships between three ERM countries
Choudhry, Taufiq, (2002)
- More ...