he pricing of futures contracts relative to their underlying cash assets via no-T arbitrage relations has been a subject of extensive theoretical and empirical research. Recent studies of arbitrage-enforced relative futures-cash pricing restrictions by for Treasury bill futures,' and by ; Cornell a
Dynamic analysis of stock return volatility in an integrated international capital market
โ Scribed by Thomas C. Chiang; Jeanette Jin Chiang
- Publisher
- Springer US
- Year
- 1996
- Tongue
- English
- Weight
- 792 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0924-865X
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๐ SIMILAR VOLUMES
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