The role of the temporary component in spot prices in the revision of expected future spot prices : evidence from index futures quotes
Hyung Cheol Kang; Dong Wook Lee; Eun Jung Lee; Kyung Suh Park
| Year of publication: |
2012
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|---|---|
| Authors: | Kang, Hyung Cheol ; Lee, Dong Wook ; Lee, Eun Jung ; Park, Kyung Suh |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 3, p. 230-251
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| Subject: | Börsenkurs | Share price | USA | United States | Derivat | Derivative | Index-Futures | Index futures | Spotmarkt | Spot market |
| Extent: | graph. Darst. |
|---|---|
| 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/10010218771