Volatility spillover across spot and futures markets : evidence from dual financial system
Ahmed H. Elsayed, Mehmet Asutay, Abdelkader O. ElAlaoui, Hashim Bin Jusoh
| Year of publication: |
2024
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|---|---|
| Authors: | Elsayed, Ahmed ; Asutay, Mehmet ; Alaoui, Abdelkader O. el ; Hashim Jusoh |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 71.2024, Art.-No. 102473, p. 1-19
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| Subject: | Islamic stocks | Spot and futures markets | Volatility spillovers | Volume and open interest | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Spotmarkt | Spot market | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102473 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062170