Shaen CORBET, Cian TWOMEY

Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets

Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets

International Journal of Economics and Financial Issues

2014-Cilt: 4 Sayı: 2

411-426

Contracts for Difference, EGARCH, equity markets, volatility

4859