The economic value of volatility transmi
β
Helena ChuliΓ‘; HipΓ²lit TorrΓ³
π
Article
π
2008
π
John Wiley and Sons
π
English
β 262 KB
## 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