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Dynamic Spillover Effects in Futures Markets
Antonakakis, Nikolaos; Kizys, Renatas; Floros, Christos - Volkswirtschaftliche Fakultät, … - 2014
, volume of futures trading and open interest in the UK and the US. Based on a dataset over the period February 25, 2008 to … futures volatilities in the UK (US) are net receivers (net transmitters) of shocks to volume of futures trading and open …
Persistent link: https://www.econbiz.de/10011111958
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Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos; Floros, Christos; Kizys, Renatas - In: International review of financial analysis 48 (2016), pp. 406-418
Persistent link: https://www.econbiz.de/10011624538