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The causal relationship between futures price volatility and the cash price volatility of GNMA securities
Author(s) -
Bhattacharya Anand K.,
Ramjee Anju,
Ramjee Balasubramani
Publication year - 1986
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990060104
Subject(s) - futures contract , speculation , volatility (finance) , economics , financial economics , cash , share price , price discovery , finance , stock exchange
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