PENGARUH KONTRAK FUTURES INDEKS TERHADAP VOLATILITAS UNDERLYING SPOT MARKET DI INDONESIA
There were some contradictory between the impacts of futures contract to the volatility of underlying asset. In the one side, some researches concluded that futures transaction affect to underlying asset volatility, but in the other side said the future contract not had impact to the volatility of u...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Tarumanagara
2017-04-01
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| Series: | Jurnal Manajemen |
| Subjects: | |
| Online Access: | http://ecojoin.org/index.php/EJM/article/view/145 |