Premium
The dual listing of stock index futures: Arbitrage, spread arbitrage, and currency risk
Author(s) -
Board John,
Sutcliffe Charles
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199602)16:1<29::aid-fut2>3.0.co;2-j
Subject(s) - index arbitrage , arbitrage , risk arbitrage , futures contract , index (typography) , fixed income arbitrage , financial economics , business , dual (grammatical number) , economics , arbitrage pricing theory , capital asset pricing model , computer science , art , literature , world wide web