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~isPartOf:"The Japanese Economic Review"
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THE LEAD-LAG RELATION BETWEEN THE S&P500 SPOT AND FUTURES MARKETS: AN INTRADAY-DATA ANALYSIS USING A THRESHOLD REGRESSION MODEL
TSE, YIU-KUEN
;
CHAN, WAI-SUM
- In:
The Japanese Economic Review
61
(
2010
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10008473284
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