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Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach |
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| Authors: | Martin T. Bohl Jeanne Diesteldorf Christian A. Salm Bernd Wilfling |
| Affiliation: | 1. Martin T. Bohl, Jeanne Diesteldorf and Bernd Wilfling are with the Department of Economics, Westf?lische Wilhelms‐University Münster, Germany;2. Christian A. Salm is with d‐fine GmbH, Frankfurt, Germany |
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