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    AuthorCorbet, Shaen (2)Twomey, Cian (2)Subject
    Contracts for Difference (2)
    EGARCH (2)Equity markets (2)Contracts for Difference, EGARCH, Equity Markets, Volatility (1)Volatility (1)... View MoreDate Issued2013 (2)Type
    Working Paper (2)

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    Quantifying the effects of the inclusion and segregation of Contracts for Difference in Australian equity markets 

    Corbet, Shaen; Twomey, Cian (2013)
    This study examines the effects that Contracts for Difference (CFDs) have had on theAustralian equity market, either as an accelerant for mispricing, or as a source of increased marketfunctionality through the addition of ...
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    How have Contracts for Difference affected Irish equity market volatility? 

    Corbet, Shaen; Twomey, Cian (2013)
    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 ...
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