The impact of the futures market on spot volatility: An analysis in Turkish derivatives markets

WIT Transactions on Modelling and Simulation

Volumn 43, Issue , 2006, Pages 237-246

  Baklaci, H ^a   Tutek, H ^a  

^a IZMIR UNIVERSITY OF ECONOMICS   (Turkey)

Author keywords

Derivatives market; GARCH; Spot market; Volatility

Indexed keywords

COMMERCE; INFORMATION USE; INVENTORY CONTROL; PUBLIC POLICY;

DERIVATIVES MARKETS; SPOT MARKETS; SPOT PRICES; VOLATILITY;

MARKETING;

EID: 36148957180     PISSN: 1743355X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.2495/CF060231     Document Type: Conference Paper

References (22)

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