A New Perspective on the Relationship between Trading Variables and Volatility in Futures Markets
In this paper, we study the relationship between trading-related variables and volatility in futures markets, from a new unifying perspective, which is based on the separation of open and closed positions. Volatility in stock index futures markets (Standard & Poor’s 500, DAX 30 and Nikkei 22...
Main Authors: | Oscar Carchano, Julio Lucia, Ángel Pardo |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2017-06-01
|
Series: | International Journal of Economics and Financial Issues |
Subjects: | |
Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/32035/354504?publisher=http-www-cag-edu-tr-ilhan-ozturk |
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