The cost of carry model and regime shiftS in stock index futures markets: An empirical investigation

Journal of Futures Markets

Volumn 20, Issue 7, 2000, Pages 603-624

  Sarno, Lucio ^a   Valente, Giorgio ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034398027     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/1096-9934(200008)20:7<603::AID-FUT1>3.0.CO;2-X     Document Type: Article

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