Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH

Applied Financial Economics

Volumn 12, Issue 3, 2002, Pages 183-192

  Bologna, Pierluigi ^a   Cavallo, Laura ^a  

^a UNIVERSITY OF SIENA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

MARKET CONDITIONS; NATIONAL ECONOMY; STOCK MARKET;

ITALY;

EID: 0036167303     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110088085     Document Type: Article

References (39)

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