Sentiment-prone investors and volatility dynamics between spot and futures markets
Pilar Corredor; Elena Ferrer; Rafael Santamaria
| Year of publication: |
2015
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|---|---|
| Authors: | Corredor, Pilar ; Ferrer, Elena ; Santamaría Aquilué, Rafael |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 35.2015, p. 180-196
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| Subject: | Investor sentiment | Noise traders | Spot-futures correlation | Volatility spillovers | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Spillover-Effekt | Spillover effect | Noise Trading | Noise trading | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Korrelation | Correlation | 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/10011333698