Cross-listed futures index and price discovery
Mohammad Shameem Jawed, Archit V. Tapar, Amol S. Dhaigude
| Year of publication: |
2020
|
|---|---|
| Authors: | Jawed, Mohammad Shameem ; Tapar, Archit Vinod ; Dhaigude, Amol |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 6, p. 509-519
|
| Subject: | Cross Listing | Price Discovery | Index Futures | VAR and Granger Causality | Index-Futures | Index futures | Zweitlisting | Dual listing | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Aktienindex | Stock index | Derivat | Derivative | Kointegration | Cointegration | Index | Index number | Rohstoffderivat | Commodity derivative |
| 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/10012596570