ListarDepartament: Finances i Comptabilitat por tema "volatility spillover"
Mostrando ítems 1-1 de 1
-
The influence of intraday seasonality on volatility transmission patterns
Taylor & Francis (2018)Using data on a five-minute interval basis, this article analyses the effects of intraday seasonality on volatility transmission between the spot and futures markets of the CAC40, DAX30 and FTSE100. Remarkable differences ...