Cointegration of South African index futures contracts and their underlying spot market indices
Year of publication: |
1998
|
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Authors: | Ferret, A. ; Page, Michael J. |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 22.1998, 1, p. 69-90
|
Subject: | Index-Futures | Index futures | Arbitrage | Theorie | Theory | Südafrika | South Africa |
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