Title of article
Trading-round-the clock: Return, volatility and volume spillovers\In the Eurodollar futures markets
Author/Authors
Abhay H. Abhyankar، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
18
From page
75
To page
92
Keywords
SIMEX , Eurodollar futures , Volatility , CME , GARCH , Volume , \Inter-market relationships , Spillover effects , Mutual Offset System
Journal title
Pacific-Basin Finance Journal
Serial Year
1995
Journal title
Pacific-Basin Finance Journal
Record number
249120
Link To Document