The determinants of trading volume for cross-listed Euribor futures contracts
(2009)
Journal Article
Rhodes, M., Aguenaou, S., & Gwilym, O. A. (2009). The determinants of trading volume for cross-listed Euribor futures contracts. The European journal of finance, 15(1), 89-102. https://doi.org/10.1080/13518470802423148
This article investigates the determinants of trading volume for the Euribor futures contract traded at both Euronext-LIFFE and Eurex. Granger causality tests suggest that volumes on the two exchanges are interdependent. Hausman tests demonstrate tha... Read More about The determinants of trading volume for cross-listed Euribor futures contracts.