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Supply response and price volatility in the Greek broiler market

โœ Scribed by Anthony N. Rezitis; Konstantinos S. Stavropoulos


Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
239 KB
Volume
26
Category
Article
ISSN
0742-4477

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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