The Mib30 index and futures relationship : econometric analysis and implications for hedging
Francesco Pattarin and Riccardo Ferretti
| Year of publication: |
2004
|
|---|---|
| Authors: | Pattarin, Francesco ; Ferretti, Riccardo |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 18, p. 1281-1289
|
| Subject: | Aktienindex | Stock index | Index-Futures | Index futures | Hedging | Zeitreihenanalyse | Time series analysis | Italien | Italy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002438188