Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10002118377
Persistent link: https://www.econbiz.de/10010404535
Persistent link: https://www.econbiz.de/10003576469
Persistent link: https://www.econbiz.de/10001231912
Persistent link: https://www.econbiz.de/10001194989
Persistent link: https://www.econbiz.de/10009780547
Persistent link: https://www.econbiz.de/10003997849
Persistent link: https://www.econbiz.de/10011655691
Persistent link: https://www.econbiz.de/10001365919
The lead-lag relationship in both returns and volatilities between spot and futures markets has been investigated extensively in the financial economics literature. Only a limited number of such studies have appeared on forward markets, primarily due to the lack of easy access to empirical data....
Persistent link: https://www.econbiz.de/10014206215