## 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
Review of CIS Stock Markets: Future Perspectives
β Scribed by Fariz Huseynov
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Weight
- 166 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1614-4007
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