Transaction costs, arbitrage, and volatility spillover: A note

International Review of Economics and Finance

Volumn 12, Issue 3, 2003, Pages 399-415

  Arago V ^a   Corredor, P ^b   Santamaría, Rafael ^b  

^a UNIVERSITAT JAUME I   (Spain)

^b PUBLIC UNIVERSITY OF NAVARRE   (Spain)

Author keywords

Futures markets; Trading costs; Volatility spillovers

Indexed keywords

EID: 0037698040     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(03)00030-3     Document Type: Article

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