Volatility-volume co-movements : evidence from China metal markets
Year of publication: |
September 2016
|
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Authors: | Zhang, Ren ; Polanski, Arnold |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 43/45, p. 4312-4336
|
Subject: | Futures and spot markets | price volume volatility | contemporaneous interdependence | structural change | Volatilität | Volatility | China | Strukturwandel | Structural change | Spotmarkt | Spot market | Metallmarkt | Metal market |
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