Price discovery, causality and forecasting in the freight futures market

Review of Derivatives Research

Volumn 6, Issue 3, 2003, Pages 203-230

  Kavussanos, Manolis G ^a   Nomikos, Nikos K ^b  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b CITY UNIVERSITY   (United Kingdom)

Author keywords

Forecasting; Futures markets; Generalised impulse response analysis; Granger causality; Shipping

Indexed keywords

EID: 3943067715     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:REDR.0000004824.99648.73     Document Type: Article

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