๐”– Bobbio Scriptorium
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Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

โœ Scribed by Brooks, Chris; Garrett, Ian

Book ID
120710789
Publisher
Taylor and Francis Group
Year
2002
Tongue
English
Weight
220 KB
Volume
12
Category
Article
ISSN
0960-3107

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๐Ÿ“œ SIMILAR VOLUMES

Stock market volatility and the forecast
Stock market volatility and the forecasting performance of stock index futures
โœ Janchung Wang ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 120 KB ๐Ÿ‘ 1 views

## Abstract This study attempts to apply the general equilibrium model of stock index futures with both stochastic market volatility and stochastic interest rates to the TAIFEX and the SGX Taiwan stock index futures data, and compares the predictive power of the cost of carry and the general equili