Index Arbitrage and Nonlinear Dynamics between the S&P 500 Futures and Cash

Review of Financial Studies

Volumn 9, Issue 1, 1996, Pages 301-332

  Dwyer Jr , Gerald P ^a   Locke, Peter ^b   Yu, Wei ^b  

^a CLEMSON UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000596546     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/9.1.301     Document Type: Article

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