The Temporal Relationship between Derivatives Trading and Spot Market Volatility in the UK: Empirical Analysis and Monte Carlo Evidence
| Year of publication: |
1999
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|---|---|
| Authors: | Kyriacou, Kyriacos ; Sarno, Lucio |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 19.1999, 3, p. 245-270
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