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An examination of the relationship between stock index cash and futures markets: A cointegration approach
Author(s) -
Pizzi Michael A.,
Economopoulos Andrew J.,
O'Neill Heather M.
Publication year - 1998
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(199805)18:3<297::aid-fut4>3.0.co;2-3
Subject(s) - futures contract , cash , index (typography) , theology , economics , financial economics , computer science , philosophy , finance , world wide web