The Effects of index futures trading volume on spot market volatility in a frontier market : evidence from Ho Chi Minh stock exchange
Year of publication: |
2022
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Authors: | Loc Dong Truong ; Friday, H. S. ; Nguyen Thi Kim Anh |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 12, Art.-No. 234, p. 1-13
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Subject: | futures trading volume | spot market volatility | ARDL | HOSE | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Derivat | Derivative | Spotmarkt | Spot market | Index-Futures | Index futures | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation |
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