Dynamic spillover effects in futures markets : UK and US evidence
Year of publication: |
December 2016
|
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Authors: | Antonakakis, Nikolaos ; Floros, Christos ; Kizys, Renatas |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 48.2016, p. 406-418
|
Subject: | Spot and futures markets | Volatility | Volume | Open interest | Spillovers | Spillover-Effekt | Spillover effect | Theorie | Theory | Volatilität | USA | United States | Derivat | Derivative | Schätzung | Estimation | Hedging | Warenbörse | Commodity exchange |
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