The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence

Journal of Futures Markets

Volumn 19, Issue 3, 1999, Pages 245-270

  Kyriacou, Kyriacos ^b   Sarno, Lucio ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033436098     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199905)19:3<245::AID-FUT1>3.0.CO;2-J     Document Type: Article

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