Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis
| Year of publication: |
2013
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|---|---|
| Authors: | Lien, Donald ; Lim, Gerui ; Yang, Li ; Zhou, Chunyang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 4, p. 327-342
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