TY  - RPRT
AU  - McAleer, Michael
AU  - Radalj , Kim
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41493
AB  - Economists and financial analysts have begun to recognise the importance of the actions of other agents in the decision-making process. Herding is the deliberate mimicking of the decisions of other agents. Examples of mimicry range from the choice of...
LA  - eng
KW  - Herding
KW  - Speculation
KW  - Hedging
KW  - Noise traders
KW  - Currency and commodity markets
KW  - Futures and spot markets
KW  - Time-varying volatility
KW  - Causality-in-variance
KW  - Spillovers.
TI  - Herding, Information Cascades and Volatility Spillovers in Futures Markets
TY  - technical report
VL  - 2013
ER  -