Table 7 Full-sample information share analysis.
From: Price discovery and volatility spillovers in the interest rate derivatives market
(1) | (2) | |||
|---|---|---|---|---|
lnF | lnS | lnIS | lnS | |
Upper limit | 99.77% | 44.92% | 99.77% | 57.40% |
Low limit | 55.08% | 0.23% | 42.60% | 0.23% |
Mean | 77.43% | 22.57% | 71.19% | 28.81% |
