Simultaneous volatility transmissions and spillover effects: U.S. and Hong Kong stock and futures markets

International Review of Financial Analysis

Volumn 14, Issue 3, 2005, Pages 326-336

  Gannon, Gerard ^a  

^a DEAKIN UNIVERSITY   (Australia)

Author keywords

Derivative transmission; International spillovers; Intra day volume; Simultaneous volatility

Indexed keywords

EID: 20344385945     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2004.10.005     Document Type: Article

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