An application of threshold cointegration to Taiwan stock index futures and spot markets
Ching-chung Lin; Shen-yuan Chen; Dar-yeh Hwang
| Year of publication: |
2003
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|---|---|
| Authors: | Lin, Ching-chung ; Chen, Shen-yuan ; Hwang, Dar-yeh |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 6.2003, 3, p. 291-304
|
| Subject: | Index-Futures | Index futures | Derivat | Derivative | Arbitrage Pricing | Arbitrage pricing | Taiwan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001838414