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: |
|
| 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 |
