مرکز منطقه ای اطلاع رساني علوم و فناوري - Market interactions in returns and volatilities between spot and forward shipping freight markets

Title of article :

Market interactions in returns and volatilities between spot and forward shipping freight markets

Author/Authors :

Manolis G. Kavussanos، نويسنده , , Ilias D. Visvikis، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

2015

To page :

2049

Keywords :

Price discovery , Futures and forward markets , Granger causality , VECM-GARCH , Volatilityspillovers , Shipping

Journal title :

Journal of Banking and Finance

Serial Year :

2004

Journal title :

Journal of Banking and Finance

Record number :

193632

Link To Document :