Volatility Spillover Across Spot and Futures Markets: Evidence from Dual Financial System
(2024)
Journal Article
This paper investigates dynamic returns and volatility spillovers between spot and futures markets in a dual financial system. It further analyses the shock transmission of both volume trading and open interest in the futures market. Empirical result... Read More about Volatility Spillover Across Spot and Futures Markets: Evidence from Dual Financial System.