Intraday volatility interaction between the crude oil and equity markets

Dinh Phan (), Susan Sharma and Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: volatility; trading volume; bid-ask spread; cross-market; predictability; forecasting (search for similar items in EconPapers)
Date: 2015-01-01
New Economics Papers: this item is included in nep-ene, nep-for and nep-mst
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Citations: View citations in EconPapers (16)

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http://doi.org/10.1016/j.intfin.2015.07.007

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Journal Article: Intraday volatility interaction between the crude oil and equity markets (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2015_14

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