Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets
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- Shaen Corbet & Cian Twomey, 2014. "How Have Contracts for Difference Affected Irish Equity Market Volatility?," The Economic and Social Review, Economic and Social Studies, vol. 45(4), pages 559-577.
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More about this item
Keywords
Contracts for Difference; EGARCH; equity markets; volatility.;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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