Common volatility in major stock index futures markets

European Journal of Operational Research

Volumn 95, Issue 3, 1996, Pages 623-630

  Booth, G Geoffrey ^a   Chowdhury, Mustafa ^b   Martikainen, Teppo ^c  

^a LOUISIANA STATE UNIVERSITY   (United States)

^b Federal Home Loan Mortgage Corporation   (United States)

^c UNIVERSITY OF VAASA   (Finland)

Author keywords

Asset pricing; Finance; International; Stock index futures

Indexed keywords

EID: 0010922865     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/0377-2217(95)00308-8     Document Type: Article

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