A comparative study on interday market volatility and intraday price transmission of Nikkei/JGB futures markets between Japan and Singapore

Review of Quantitative Finance and Accounting

Volumn 9, Issue 2, 1997, Pages 147-163

  Shyy, Gang ^a   Shen, Chung Hua ^b  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

Futures; Japan; Microstructure; SIMEX

Indexed keywords

EID: 0012167393     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008260409114     Document Type: Article

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