| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5090022 | Journal of Banking & Finance | 2012 | 12 Pages |
Abstract
⺠Price discovery predominantly takes place in the futures market. ⺠Relevance of futures market's informational role increases over time. ⺠Data provide evidence for volatility spillovers from futures to spot market. ⺠Information transmission structure comparable with those of mature markets.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Daniel Rittler,