مرکز منطقه ای اطلاع رساني علوم و فناوري - Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico

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 :

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 :