Unified tests of causality and cost of carry : the pricing of the French stock index futures contract
Year of publication: |
2000
|
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Authors: | Green, Christopher J. ; Joujon, Emmanuel |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 5.2000, 2, p. 121-140
|
Subject: | Index-Futures | Index futures | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Theorie | Theory | Schätzung | Estimation | Frankreich | France | 1989-1993 |
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