Economic information transmissions and liquidity between shipping markets : new evidence from freight derivatives
G. Alexandridis, S. Sahoo, I. Visvikis
| Year of publication: |
February 2017
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|---|---|
| Authors: | Alexandridis, George ; Sahoo, S. ; Visvikis, Ilias D. |
| Published in: |
Transportation research / E : an international journal. - Amsterdam : Elsevier, ISSN 1366-5545, ZDB-ID 1380969-6. - Vol. 98.2017, p. 82-104
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| Subject: | Freight derivatives | Options contracts | Price discovery | Volatility spillovers | Liquidity | Impulse responses | Theorie | Theory | Derivat | Derivative | Volatilität | Volatility | Frachtschifffahrt | Cargo shipping | Spillover-Effekt | Spillover effect | Frachtrate | Freight rate | Liquidität |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.tre.2016.12.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011655691