The effect of spot and futures trading on stock index market volatility: A nonparametric approach

Journal of Futures Markets

Volumn 23, Issue 9, 2003, Pages 841-858

  Illueca, M ^a   Lafuente, J A ^a  

^a UNIVERSITAT JAUME I   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042524408     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10091     Document Type: Article

References (25)

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