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Volatility Patterns and Spillovers in Bund Futures

Author

Listed:
  • Franses, P.H.
  • Van Ieperen, R.
  • Kofman, P.
  • Martens, M.
  • Menkveld, B.

Abstract

No abstract is available for this item.

Suggested Citation

  • Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B., 1994. "Volatility Patterns and Spillovers in Bund Futures," Monash Econometrics and Business Statistics Working Papers 16/94, Monash University, Department of Econometrics and Business Statistics.
    • Handle: RePEc:msh:ebswps:1994-16
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    Citations

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    Cited by:

    1. Kaiser, Ulrich, 1997. "The determinants of BUND-future price changes: An ordered probit analysis using DTB and LIFFE data," ZEW Discussion Papers 97-09, ZEW - Leibniz Centre for European Economic Research.
    2. John Board & Charles Sutcliffe & Stephen Wells, 2002. "Transparency and Fragmentation," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-4039-0707-3, September.
    3. Franke, Günter & Hess, Dieter, 1995. "Anonymous electronic trading versus floor trading," Discussion Papers, Series II 285, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".

    More about this item

    Keywords

    financial markets; volatility;

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