Does international stock index arbitrage exist?
Year of publication: |
2019
|
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Authors: | Meissner, Gunter ; Ng, Olivia ; Villarreal, Pedro A. |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 8.2019, 1, p. 11-27
|
Subject: | stock index arbitrage | stock-market correlation | contagion | mean reversion | Arbitrage | Aktienindex | Stock index | Index-Futures | Index futures | Theorie | Theory | Korrelation | Correlation | Internationaler Finanzmarkt | International financial market | Derivat | Derivative |
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