๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Price and volatility spillovers in Scandinavian stock markets

โœ Scribed by G.Geoffrey Booth; Teppo Martikainen; Yiuman Tse

Book ID
117528974
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
668 KB
Volume
21
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Intradaily periodicity and volatility sp
Intradaily periodicity and volatility spillovers between international stock index futures markets
โœ Wu, Chunchi (author);Li, Jinliang (author);Zhang, Wei (author) ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 284 KB

This paper examines short-run information transmission between the U.S. and U.K. markets using the S&P 500 and FTSE 100 index futures. Ultrahigh-frequency futures data are employed-which have a number of advantages over the low-frequency spot data commonly used in previous studies-in establishing th