Volatility integration in spot, futures and options markets: A regulatory perspective
Year of publication: |
2019
|
---|---|
Authors: | Rastogi, Shailesh ; Athaley, Chaitaly |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 12.2019, 2, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | GMM | structural breaks | volatility | integration | policy initiatives |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm12020098 [DOI] 1668144131 [GVK] hdl:10419/238959 [Handle] |
Classification: | G1 - General Financial Markets ; G2 - Financial Institutions and Services ; c36 |
Source: |
-
Volatility integration in spot, futures and options markets : a regulatory perspective
Rastogi, Shailesh, (2019)
-
Who Offers Liquidity on Options Markets when Volatility is High?
Chang, Matthew C., (2012)
-
When the U.S. Stock Market Becomes Extreme?
Aboura, Sofiane, (2014)
- More ...
-
Volatility integration in spot, futures and options markets : a regulatory perspective
Rastogi, Shailesh, (2019)
-
Long-term Association of Stock Markets of Different Nations: An Empirical Study
Rastogi, Shailesh, (2013)
-
Bibliometric study on dividend policy
Pinto, Geetanjali, (2019)
- More ...