Related Books

Derivatives Trading and Spot Market Volatility
Language: en
Pages: 56
Authors: David Cronin
Categories: Foreign exchange futures
Type: BOOK - Published: 1992 - Publisher:

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Impacts of Derivative Markets on Spot Market Volatility and Their Persistence
Language: en
Pages: 11
Authors: Chulwoo Han
Categories:
Type: BOOK - Published: 2014 - Publisher:

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In this article, I investigate the impacts of futures and options markets on the volatility of the underlying market with a focus on their persistence over time
Effect of Futures Trading on Spot Market Volatility
Language: en
Pages: 25
Authors: Brajesh Kumar
Categories:
Type: BOOK - Published: 2011 - Publisher:

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This study investigates the relationship between futures trading activity and spot market volatility for agricultural, metal, precious metals and energy commodi
Simultaneity and Causality Between Derivatives Trading and Spot Market Volatility in the UK
Language: en
Pages: 33
Authors: Kyriacos Kyriacou
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Futures Trading and Spot Market Volatility in India
Language: en
Pages: 92
Authors: Pretimaya Samanta
Categories:
Type: BOOK - Published: 2012-01 - Publisher: LAP Lambert Academic Publishing

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Derivatives in the securities markets were launched mainly with the twofold objective of risk transfer and to enhance liquidity in the underlying cash market an