Article révisé par les pairs
Titre:
  • REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS
Auteur:ALBULESCU, CLAUDIU TIBERIU; Goyeau, Daniel; TIWARI, AVIRAL KUMAR
Informations sur la publication:Brussels economic review, 56, 3-4, page (349-364), 9
Statut de publication:Publié, 2013
series:Brussels Economic Review / Cahiers économiques de Bruxelles
Sujet CREF:Economie
Sujet JEL:Multiple or Simultaneous Equation Models: Time-Series Models
International Finance Forecasting and Simulation
Asset Pricing; Trading volume; Bond Interest Rates
International Financial Markets
Mots-clés:Volatility
futures index products
frequency domain Granger causality
Euronext
Note publication spéciale:Special Issue30th Symposium on Money, Banking and FinanceGuest editors: Christian Aubin, Noëlle Duport andDaniel Goyeau
Langue:Anglais
Identificateurs:urn:issn:1379-9932
RePEc:bxr:bxrceb:2013/174862