Efectos sobre la volatilidad del mercado bursátil de la introducción de los contratos de futuros y opciones sobre el índice IBEX-35
No abstract is available for this item.
Volume (Year): 24 (2000)
Issue (Month): 1 (January)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Juan Ayuso & Soledad Núñez & María Pérez-Jurado, 1996. "Volatility in Spanish Financial Markets: The Recent Experience," Banco de Espa�a Working Papers 9601, Banco de Espa�a.
- Tim Bollerslev, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
EERI Research Paper Series
EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
- Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
- Brad Baldauf & G. J. Santoni, 1991. "Stock price volatility: Some evidence from an ARCH model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(2), pages 191-200, 04.
- Chari, V V & Jagannathan, Ravi & Jones, Larry, 1990. "Price Stability and Futures Trading in Commodities," The Quarterly Journal of Economics, MIT Press, vol. 105(2), pages 527-34, May.
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