Transaction costs, arbitrage, and volatility spillover : a note
V. Aragó; P. Corredor; R. Santamaria
| Year of publication: |
2003
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|---|---|
| Authors: | Aragó, V. ; Corredor, Pilar ; Santamaría Aquilué, Rafael |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 12.2003, 3, p. 399-415
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| Subject: | Derivat | Derivative | Transaktionskosten | Transaction costs | Arbitrage | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Spanien | Spain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001797311