The cost of carry model and regime shifts in stock index futures markets: An empirical investigation

✍ Scribed by Lucio Sarno; Giorgio Valente

• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 239 KB
• Volume: 20
• Category: Article
• ISSN: 0270-7314
• DOI: 10.1002/1096-9934(200008)20:7<603::aid-fut1>3.0.co;2-x