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The Economic Value of Volatility Timing

✍ Scribed by Jeff Fleming; Chris Kirby; Barbara Ostdiek

Book ID
108503026
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
761 KB
Volume
56
Category
Article
ISSN
0022-1082

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πŸ“œ SIMILAR VOLUMES

The economic value of volatility transmi
The economic value of volatility transmission between the stock and bond markets
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## Abstract This study has two main objectives. Firstly, volatility transmission between stocks and bonds in European markets is studied using the two most important financial assets in these fields: the DJ Euro Stoxx 50 index futures contract and the Euro Bund futures contract. Secondly, a trading