Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets
Year of publication: |
2005
|
---|---|
Authors: | Gannon, Gerard |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 14.2005, 3, p. 326-336
|
Saved in:
Saved in favorites
Similar items by person
-
Conflicts of interest and china's A-Share underpricing
Zhou, Yuwei, (2005)
-
Introduction of electronic trading in index futures : volatility and volume effects
Gannon, Gerard, (2009)
-
Credit spread dynamics : evidence from Latin America
Thuraisamy, Kannan, (2008)
- More ...