Herding, Information Cascades and Volatility Spillovers in Futures Markets

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Summary, etc.：: Economists and financial analysts have begun to recognise the importance of the actions of other agents in the decision-making process. Herding is the...

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Material Type: 文書・図像類
Title: Herding, Information Cascades and Volatility Spillovers in Futures Markets
Author/Editor: McAleer, Michael
Radalj, Kim
Author Heading: McAleer, Michael
Radalj, Kim
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2013-07
Publication Date (W3CDTF): 2013-07
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 873
Volume: 873
Text Language Code: eng
Subject Heading: Herding
speculation
hedging
noise traders
currency and commodity markets
futures and spot markets
time-varying volatility
causality-in-variance
spillovers
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP873.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/175698/1/DP873.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ