Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash
| Year of publication: |
1996
|
|---|---|
| Authors: | Dwyer Jr, Gerald P. ; Locke, Peter ; Yu, Wei |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 9.1996, 1, p. 301
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