The Dow Jones Industrial Average (DJIA) is the most widely quoted stock index worldwide. This article examines the minute-by-minute price discovery process and volatility spillovers between the DJIA index and the index futures recently launched by the CBOT. The Hasbrouck (1995) cointegrating model s
โฆ LIBER โฆ
Price limits in futures markets: effects on the price discovery process and volatility
โ Scribed by Yulia V. Veld-Merkoulova
- Book ID
- 117714924
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 162 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1057-5219
No coin nor oath required. For personal study only.
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