Financial derivatives introduction and stock return volatility in an emerging market without clearinghouse: The Mexican experience

Journal of Empirical Finance

Volumn 6, Issue 2, 1999, Pages 153-176

  Hernández Trillo, Fausto ^a  

^a CENTRO DE INVESTIGACIÓN Y DOCENCIA ECONÓMICAS   (Mexico)

Author keywords

G10; G14; GARCH; Option introduction; Stock return volatility

Indexed keywords

EID: 0042208651     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(98)00014-0     Document Type: Article

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