Volatility transmission and patterns in Bund futures

Philip H Franses, Reinoud Van Ieperen, Paul Kofman, Martin Martens, Bert Menkveld

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

Original language	English
Pages (from-to)	459 - 482
Number of pages	24
Journal	Journal of Financial Research
Publication status	Published - 1997

Cite this

@article{5714e3cdddca4869aa38dc14cbdaf8bd,

title = "Volatility transmission and patterns in Bund futures",

author = "Franses, {Philip H} and {Van Ieperen}, Reinoud and Paul Kofman and Martin Martens and Bert Menkveld",

year = "1997",

language = "English",

pages = "459 -- 482",

journal = "Journal of Financial Research",

issn = "0270-2592",

publisher = "Wiley-Blackwell",

}