Stock index futures and index arbitrage in a rational expectations model
Anne Fremault
| Year of publication: |
1991
|
|---|---|
| Authors: | Vila, Anne Fremault |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 64.1991, 4, p. 523-547
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| Subject: | Index-Futures | Index futures | Arbitrage | Rationale Erwartung | Rational expectations | Theorie | Theory |
| 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/10001115134