An Examination of the Relationship between Stock Index Cash and Futures Markets: A Cointegration Approach
| Year of publication: |
1998
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| Authors: | Pizi, Michael A. ; Economopoulos, Andrew J. ; O'Neill, Heather M. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 18.1998, 3, p. 297-306
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