Volatility transmission and patterns in bund futures markets

P Kofman, Philip Hans Franses, R van Ieperen

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	459-482
Number of pages	24
Journal	The Journal of Financial Research
Volume	20
Publication status	Published - 1997

Research programs

@article{4f7eabbee84048338fe67352abe37d6a,

title = "Volatility transmission and patterns in bund futures markets",

author = "P Kofman and Franses, \{Philip Hans\} and \{van Ieperen\}, R",

year = "1997",

language = "Undefined/Unknown",

volume = "20",

pages = "459--482",

journal = "The Journal of Financial Research",

issn = "0270-2592",

publisher = "Wiley-Blackwell Publishing Ltd",

}