## Abstract Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the Eโmini S&P 500 futures contracts traded on a continuous 23โhour schedule on the Chicago Mercantile Exchange Globex electronic platform is studied. Volatility transmission in a single market across dif
Herd behaviors in the stock and foreign exchange markets
โ Scribed by Kyungsik Kim; Seong-Min Yoon; Yup Kim
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 269 KB
- Volume
- 341
- Category
- Article
- ISSN
- 0378-4371
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