The effect of futures trading on spot market volatility : evidence from Turkish derivative exchange
Year of publication: |
2015
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Authors: | Günay, Samet ; Haque, Mahfuzul |
Published in: |
International journal of business and emerging markets : IJBEM. - Olney, Bucks : Inderscience Publ., ISSN 1753-6219, ZDB-ID 2442561-8. - Vol. 7.2015, 3, p. 265-285
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Subject: | volatility | risk management | future market | EGARCH | TARCH | emerging markets | Turkey | Volatilität | Volatility | Türkei | Derivat | Derivative | Schwellenländer | Emerging economies | Spotmarkt | Spot market | ARCH-Modell | ARCH model | Futures |
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