Spillover Effects of Futures Markets and Volatility Fitted Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 101 === Globalization has increased the extent of the integration of international financial markets. This paper investigates the spillovers effect of asset returns for six futures contracts, and explores the impact of these spillovers on futures market volatility. The...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53757730603761376933 |