Narrow search
Showing 1 - 3 of 3
Cover Image
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
Cover Image
Overnight interbank markets and the determination of the interbank rate : a selective survey
Green, Christopher J.; Bai, Ye; Murinde, Victor; Ngoka, … - In: International review of financial analysis 44 (2016), pp. 149-161
Persistent link: https://www.econbiz.de/10011623981
Cover Image
Asymmetries, causality and correlation between FTSE100 spot and futures: A DCC-TGARCH-M analysis
Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37
Persistent link: https://www.econbiz.de/10010046478