Title of article
Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico
Author/Authors
Maosen Zhong، نويسنده , , Ali F. Darrat، نويسنده , , Rafael Otero، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
18
From page
3037
To page
3054
Keywords
Stock index futures , Emerging markets , cointegration , Error correction , EGARCH
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193672
Link To Document