THE LEAD-LAG RELATION BETWEEN THE S&P500 SPOT AND FUTURES MARKETS: AN INTRADAY-DATA ANALYSIS USING A THRESHOLD REGRESSION MODEL
| Year of publication: |
2010
|
|---|---|
| Authors: | TSE, YIU-KUEN ; CHAN, WAI-SUM |
| Published in: |
The Japanese Economic Review. - Japanese Economic Association - JEA, ISSN 1352-4739. - Vol. 61.2010, 1, p. 133-144
|
| Publisher: |
Japanese Economic Association - JEA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008473284