The Impact of New Index Construction on Lead-Lag Relationship between Futures and Spot Markets : The Case of an Emerging Market
Year of publication: |
2015
|
---|---|
Authors: | Tan, Wai-Siang |
Other Persons: | Lau, Wee-Yeap (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Schwellenländer | Emerging economies | Aktienindex | Stock index | Derivat | Derivative | Spotmarkt | Spot market | Index-Futures | Index futures |
Extent: | 1 Online-Ressource (1 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 28, 2015 erstellt |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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