Simultaneity and causality between derivatives trading and spot market volatility in the UK : an empirical investigation
by Kyriacos Kyriacou and Lucio Sarno
| Year of publication: |
1998
|
|---|---|
| Authors: | Kyriacou, Kyriacos ; Sarno, Lucio |
| Publisher: |
Uxbridge : Brunel Univ., Department of Economics and Finance |
| Subject: | Derivat | Derivative | Volatilität | Volatility | Spotmarkt | Spot market | Großbritannien | United Kingdom | Theorie | Theory | Kausalanalyse | Causality analysis |
| Extent: | 33 S |
|---|---|
| Series: | Discussion paper. - Uxbridge : [Department of Economics and Finance, Brunel University], ISSN 1466-5182, ZDB-ID 2951276-1. - Vol. 98-12 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 24 - 26 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001586825