مرکز منطقه ای اطلاع رساني علوم و فناوري - Target zones and conditional volatility: The role of realignments

Title of article :

Target zones and conditional volatility: The role of realignments

Author/Authors :

Christopher J. Neely، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1999

Pages :

From page :

177

To page :

192

Keywords :

Basis , Stock market index , interlemporal risk , Nonsynchronous trading , Time to maturity , One-step ahead forecasts

Journal title :

Journal of Empirical Finance

Serial Year :

1999

Journal title :

Journal of Empirical Finance

Record number :

130643

Link To Document :