Lead-Lag Relationship between Futures Market and Spot Market: Evidence from the Greek Stock and Derivatives Market. (Bachelor thesis)
Chatzivasileiou, Christoforos
Please use this identifier to cite or link to this item:
http://hdl.handle.net/123456789/3623| Institution and School/Department of submitter: | Τ.Ε.Ι. Καβάλας/Σχολή Διοίκησης και Οικονομίας/Τμήμα Διοίκησης Επιχειρήσεων |
| Subject classification: | Futures market Spot market Derivatives market |
| Keywords: | FTSE/ASE-20 spot price index;Generalised Auto Regressive Conditional Heteroscedasticity;Greek stock and derivatives market;Grangercausality |
| URI: | http://hdl.handle.net/123456789/3623 |
| Appears in Collections: | Κατεύθυνση Χρηματοοικονομικής Διοίκησης |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 03DSSZ01Z0124.pdf | 513.65 kB | Adobe PDF | View/Open |
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