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
35
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