The long-run relationship between spot and futures prices of the S&P 500 index : evidence from cointegration tests
Ali F. Darrat and Shafiqur Rahman
| Year of publication: |
1999
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|---|---|
| Authors: | Darrat, Ali F. ; Rahman, Shafiqur |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 6.1999, p. 47-54
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| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Kointegration | Cointegration | Zeit | Time | USA | United States | 1995-1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in investment analysis and portfolio |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001438944