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    • Sentiment-prone investors and volatility dynamics between spot and futures markets 

      Corredor Casado, María Pilar Upna Orcid; Ferrer Zubiate, Elena Upna Orcid; Santamaría Aquilué, Rafael Upna Orcid (Elsevier, 2015)   Artículo / Artikulua  OpenAccess
      This paper analyses the role of investor sentiment in the contemporaneous dynamics of spot and futures markets and in volatility spillovers between them. To explore this issue, we analyse spot and futures markets on stock ...