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

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