Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico

Journal of Banking & Finance - Tập 28 Số 12 - Trang 3037-3054 - 2004
Maosen Zhong1, Ali F. Darrat2,3, Rafael Otero4
1UQ Business School, University of Queensland, St. Lucia, QLD 4072, Brisbane, Australia
2Department of Economics and Finance, Louisiana Tech University, Ruston, LA 71212, USA
3Department of Finance and Accounting, American University of Sharjah, Sharjah, United Arab Emirates
4School of Business, University of Texas-Brownsville, Brownsville, TX 78520, USA

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