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Intraday leads and lags with index-futures arbitrage
Martens, Martin; Kofman, Paul - 1995
Persistent link: https://www.econbiz.de/10000909095
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Intraday leads and lags with index-futures arbitrage
Martens, Martin; Kofman, Paul - 1995
Persistent link: https://www.econbiz.de/10000912175
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Is there LIF(F)E after DTB?
Kofman, Paul; Bouwman, Tony; Moser, James T. - 1994
Persistent link: https://www.econbiz.de/10000912206
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A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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Is there lif(f)e after DTB? : competitive aspects of cross listed futures contracts on synchronous markets
Kofman, Paul; Bouwman, Tony; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000892090