Does the cost of Carry model accurately predict price behavior of stock index futures during the global financial crisis?
Yueh-Yuan Hsu; Janchung Wang
| Year of publication: |
2014
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|---|---|
| Authors: | Hsu, Yueh-yuan ; Wang, Janchung |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 3, p. 295-303
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| Subject: | Cost of Carry model | Fitness test | Stock index futures | Global financial crisis | Finanzkrise | Financial crisis | Index-Futures | Index futures | Schätzung | Estimation | Welt | World |
| 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/10010406066