Simultaneous volatility transmissions and spillover effects : US and Hong Kong stock and futures markets
Year of publication: |
2005
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Authors: | Gannon, Gerard L. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 3, p. 326-336
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Subject: | Derivat | Derivative | Geldpolitische Transmission | Monetary transmission | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Hongkong | Hong Kong | USA | United States |
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