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  • Search: subject:"asymmetry in the volatility"
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ARCH model 1 ARCH-Modell 1 Börsenkurs 1 Capital income 1 Derivat 1 Derivative 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Financial crisis 1 Financial market 1 Financial market regulation 1 Financial markets 1 Finanzkrise 1 Finanzmarkt 1 Finanzmarktregulierung 1 Granger's causality 1 India 1 Indien 1 Kapitaleinkommen 1 Share price 1 Subprime financial crisis 1 Subprime-Krise 1 USA 1 United States 1 Volatility 1 Volatilität 1 asymmetry in the volatility 1 efficient market 1 financial crisis 1 leverage effects 1 market returns 1 persistence in volatility 1 price discovery 1 spot and futures markets 1
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Kimata, James D. 1 Paul, Muthucattu Thomas 1
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
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