Interaction between equity futures and spot markets during COVID-19 pandemic: a multi-market analysis

Kalu O. Emenike
Authors registered in the RePEc Author Service: Emenike Kalu O.

Journal of Derivatives and Quantitative Studies: 선물연구, 2024, vol. 33, issue 1, 67-84

Abstract: Keywords: COVID-19 pandemic and equity markets, Futures-stock markets relationship, Price discovery, Volatility transmission, G11, G13, G15, G32

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jdqspp:jdqs-11-2023-0035

DOI: 10.1108/JDQS-11-2023-0035

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