Return and volatility dynamics in the spot and futures markets in Australia: An intervention analysis in a bivariate Egarch-X framework

Journal of Futures Markets

Volumn 21, Issue 9, 2001, Pages 833-850

  Bhar, Ramaprasad ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035620605     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.1903     Document Type: Article

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