An examination of the relationship between stock index cash and futures markets: A cointegration approach
| Year of publication: |
1998
|
|---|---|
| Authors: | Pizzi, Michael A. ; Economopoulos, Andrew J. ; O'Neill, Heather M. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 18.1998, 3, p. 297-305
|
| Publisher: |
John Wiley & Sons, Ltd. |