Introducing The Mini-Futures Contract On Ibex-35: Implications For Price Discovery And Volatility Transmission
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- M. Illueca & J. Lafuente, 2008. "Introducing the mini-futures contract on Ibex 35: implications for price discovery and volatility transmission," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(3), pages 197-219, September.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mutafoglu, Takvor H. & Tokat, Ekin & Tokat, Hakki A., 2012. "Forecasting precious metal price movements using trader positions," Resources Policy, Elsevier, vol. 37(3), pages 273-280.
- Vortelinos, Dimitrios I. & Koulakiotis, Athanasios & Tsagkanos, Athanasios, 2017. "Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 150-168.
More about this item
KeywordsFuturos mini; price discovery; desestabilización Ibex 35 Mini-futures; price discovery; destabilization; Ibex 35;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-02-19 (All new papers)
- NEP-CFN-2006-02-19 (Corporate Finance)
- NEP-FMK-2006-02-19 (Financial Markets)
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