Price discovery between informationally linked markets during trading phases
by Allan Hodgson and Abul Masih and Rumi Masih
| Year of publication: |
1998 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Hodgson, Allan (contributor) ; Masih, Abdul Mansur M. (contributor) ; Masih, Rumi (contributor) |
| Institutions: | School of Finance and Business Economics <Perth, Western Australia> (contributor) |
| Publisher: |
Joondalup, WA |
| Subject: | Börsenkurs | Share price | Derivat | Derivative | Index-Futures | Index futures | VAR-Modell | VAR model | Kointegration | Cointegration | Australien | Australia | 1992-1993 |
| Extent: | Online-Ressource, 25 p., text |
|---|---|
| Series: | School of Accounting, Finance and Economics & FEMARC working paper series. - Churchlands : [Verlag nicht ermittelbar], ISSN 1323-9244, ZDB-ID 2098015-2. - Vol. 98,8 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| ISBN: | 0-7298-0418-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001456433