Volatility transmission and patterns in Bund futures

Philip Hans Franses, RA van Ieperen, B Menkveld, M Martens, P Kofman

Research output: Contribution to journalArticleAcademicpeer-review

9 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)459-482
Number of pages24
JournalThe Journal of Financial Research
Volume20
Publication statusPublished - 1997

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