Index arbitrage and nonlinear dynamics between the S&P 500 futures and cash
Gerald P. Dwyer, Jr., Peter Locke, and Wei Yu
| Year of publication: |
1995
|
|---|---|
| Authors: | Dwyer, Gerald P. <jun.> ; Locke, Peter R. ; Yu, Wei |
| Publisher: |
Atlanta, Ga. |
| Subject: | Arbitrage | Index-Futures | Index futures | Aktienindex | Stock index | Transaktionskosten | Transaction costs |
| Extent: | 28, [13] S. : graph. Darst |
|---|---|
| Series: | Working paper series / Federal Reserve Bank of Atlanta. - Atlanta, Ga. : [Verlag nicht ermittelbar], ZDB-ID 2171118-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000925747