The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index
暂无分享,去创建一个
[1] L. Haugh. Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach , 1976 .
[2] John Geweke,et al. Testing the exogeneity specification in the complete dynamic simultaneous equation model , 1978 .
[3] Gary L. Gastineau,et al. S&P 500 Stock Index Futures Evaluation Tables , 1983 .
[4] K. French,et al. Taxes and the Pricing of Stock Index Futures , 1983 .
[5] M. Sundaresan,et al. The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence , 1983 .
[6] David M. Modest,et al. On the pricing of stock index futures* , 1984 .
[7] Stephen Figlewski,et al. Hedging Performance and Basis Risk in Stock Index Futures , 1984 .
[8] Stephen Figlewski,et al. Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium , 1984 .
[9] E. Elton,et al. Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market , 1984 .
[10] Ira G. Kawaller. A comment on Figlewski's “hedging with stock index futures: Theory and application in a new market” , 1985 .
[11] Stephen Figlewski,et al. Hedging with stock index futures: Theory and application in a new market , 1985 .
[12] Shie-Shien Yang,et al. A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function , 1986 .
[13] C. Granger. Investigating causal relations by econometric models and cross-spectral methods , 1969 .