How Have Contracts for Difference Affected Irish Equity Market Volatility?
Contracts for Difference (CFDs) have existed for less than twenty years and the market has grown significantly up to the period before the recent international crises. This paper presents an analysis of how CFDs have affected equity market volatility in Ireland. EGARCH models are used to uncover vol...
|Place of publication:||
DUBLIN 2 ECONOMIC & SOCIAL STUDIES 01.12.2014
|published in:||The Economic and social review Vol. 45; no. 4; pp. 559 - 577|
|Data of publication:||2014-12-01|
Social Sciences (General)
|Database:||Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2014
Database information Databases - DBIS