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Transactions costs, index arbitrage and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis
Tao, Juan; Green, Christopher J. - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10010355992
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TRANSACTIONS COSTS, INDEX ARBITRAGE AND NON‐LINEAR DYNAMICS BETWEEN FTSE100 SPOT AND FUTURES: A THRESHOLD COINTEGRATION ANALYSIS
Tao, Juan; Green, Christopher J. - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 175-187
Persistent link: https://www.econbiz.de/10010105358
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Unified tests of causality and cost of carry : the pricing of the French stock index futures contract
Green, Christopher J.; Joujon, Emmanuel - In: International journal of finance & economics : IJFE 5 (2000) 2, pp. 121-140
Persistent link: https://www.econbiz.de/10001519416
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Human capital and financial development in economic growth : new evidence using the translog production function
Evans, Alun Dwyfor; Green, Christopher J.; Murinde, Victor - In: International journal of finance & economics : IJFE 7 (2002) 2, pp. 123-140
Persistent link: https://www.econbiz.de/10001694058