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Energy prices, volatility, and the stock market: Evidence from the Eurozone

✍ Scribed by Ulrich Oberndorfer

Book ID
108125972
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
353 KB
Volume
37
Category
Article
ISSN
0301-4215

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## Abstract Using high‐frequency data, this study investigates intraday price discovery and volatility transmission between the Chinese stock index and the newly established stock index futures markets in China. Although the Chinese stock index started a sharp decline immediately after the stock in