The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship
Year of publication: |
2006-07
|
---|---|
Authors: | Gresse, Carole ; Deville, Laurent ; de Séverac, Béatrice |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Efficiency | Arbitrage | Futures | ETF |
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The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship.
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