𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Information and volatility linkages in the stock, bond, and money markets

✍ Scribed by Jeff Fleming; Chris Kirby; Barbara Ostdiek


Book ID
114221593
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
180 KB
Volume
49
Category
Article
ISSN
0304-405X

No coin nor oath required. For personal study only.


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## Abstract Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the E‐mini S&P 500 futures contracts traded on a continuous 23‐hour schedule on the Chicago Mercantile Exchange Globex electronic platform is studied. Volatility transmission in a single market across dif