Index arbitrage and dynamics between REIT index futures and spot prices
Year of publication: |
April 2017
|
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Authors: | Zhou, Jian |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 19, p. 1875-1885
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Subject: | Arbitrage | REIT index futures | threshold model | hedging effectiveness | Immobilienfonds | Real estate fund | Index-Futures | Index futures | Hedging | Aktienindex | Stock index |
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