مرکز منطقه ای اطلاع رساني علوم و فناوري - Trading-round-the clock: Return, volatility and volume spillovers\In the Eurodollar futures markets

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 :

From page :

To page :

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 :