Investigating causality effects in return volatility among five major futures markets in European countries with a Mediterranean connection
Year of publication: |
luglio-decembre 2014
|
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Authors: | Özen, Ercan ; Letife, Özdemir ; Grima, Simon ; Bezzina, Frank |
Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 2.2014, 2, p. 207-220
|
Subject: | Futures Markets | Return Volatility (GARCH) | Granger Causality | Mediterranean | Stability | Volatilität | Volatility | Kausalanalyse | Causality analysis | Mittelmeerraum | Mediterranean region | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Derivat | Derivative | EU-Staaten | EU countries |
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