par ALBULESCU, CLAUDIU TIBERIU;Goyeau, Daniel;TIWARI, AVIRAL KUMAR
Référence Brussels economic review, 56, 3-4, page (349-364), 9
Publication Publié, 2013
Référence Brussels economic review, 56, 3-4, page (349-364), 9
Publication Publié, 2013
Article révisé par les pairs
Titre: |
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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 |