PRICE DYNAMICS AND ERROR-CORRECTION IN STOCK INDEX AND STOCK INDEX FUTURES MARKETS - A COINTEGRATION APPROACH

Authors
WAHAB M LASHGARI M
Citation
M. Wahab et M. Lashgari, PRICE DYNAMICS AND ERROR-CORRECTION IN STOCK INDEX AND STOCK INDEX FUTURES MARKETS - A COINTEGRATION APPROACH, The journal of futures markets, 13(7), 1993, pp. 711-742
Citations number
43
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
13
Issue
7
Year of publication
1993
Pages
711 - 742
Database
ISI
SICI code
0270-7314(1993)13:7<711:PDAEIS>2.0.ZU;2-T