## 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
✦ LIBER ✦
Stock market closure and intraday stock index futures market volatility: “contagion”, bid–ask bias or both?
✍ Scribed by Kingsley Fong; Alex Frino
- Book ID
- 117627825
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 123 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0927-538X
No coin nor oath required. For personal study only.
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