Arbitrage, cointegration, and the joint
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Low, Aaron H. W.; Muthuswamy, Jayaram; Webb, Robert I.
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Article
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1999
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John Wiley and Sons
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English
โ 218 KB
๐ 1 views
Underlying the search for arbitrage opportunities across commodity futures markets that differ in market structure is the idea that the futures prices for similar commodities that are traded on different exchanges adjusted for differences in currency, delivery time (if any), location, and market str