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Keywords: Information transmission
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2015) 32 (1): 128–154.
Published: 02 March 2015
... Information transmission Volatility dynamics Stock index futures market has been introduced in developed economies for a couple of decades. There are extensive studies in the literature exploring how volatilities in stock and stock index futures markets behave and how these volatilities interact...
