General equilibrium stock index futures prices : theory and empirical evidence
Michael L. Hemler and Francis A. Longstaff
| Year of publication: |
1991
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|---|---|
| Authors: | Hemler, Michael Lee |
| Other Persons: | Longstaff, Francis A. (contributor) |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 26.1991, 3, p. 287-308
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| Subject: | CAPM | Index-Futures | Index futures | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory | USA | United States | 1983-1987 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001113535