Loc Dong Truong; Friday, H. S.; Nguyen Thi Kim Anh - In: Risks : open access journal 10 (2022) 12, pp. 1-13
This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for … influence on spot market volatility. Moreover, the results derived from the error correction model (ECM) indicate that only 5 …