A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Year of publication: |
1996
|
---|---|
Authors: | Heaney, Richard A. |
Other Persons: | Layton, Allan P. (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 6.1996, 2, p. 143-153
|
Subject: | Derivat | Derivative | Index-Futures | Index futures | CAPM | Arbitrage | Theorie | Theory | Schätzung | Estimation | Australien | Australia | 1980-1989 |
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