Showing 1 - 10 of 418
Persistent link: https://www.econbiz.de/10000837603
Persistent link: https://www.econbiz.de/10001219147
Persistent link: https://www.econbiz.de/10001125492
Persistent link: https://www.econbiz.de/10001295432
Persistent link: https://www.econbiz.de/10001225394
Persistent link: https://www.econbiz.de/10014007053
Persistent link: https://www.econbiz.de/10013417987
This is the first systematic empirical investigation of the pricing of futures contracts on the Swiss Market Index (SMI) traded at SOFFEX. The study is based on a complete record of intraday index data and futures prices. The ex-ante profitability of ex-post arbitrage signals is investigated for...
Persistent link: https://www.econbiz.de/10012792089
Persistent link: https://www.econbiz.de/10006526507
None
Persistent link: https://www.econbiz.de/10005577812