The Cost of Carry Model and Regime Shifts in Stock Index Futures Markets: An Empirical Investigation
| Year of publication: |
2000
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|---|---|
| Authors: | Sarno, Lucio ; Valente, Giorgio |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 20.2000, 7, p. 603-624
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