Time to maturity in the basis of stock market indices: Evidence from the S&P 500 and the MMI

Journal of Empirical Finance

Volumn 5, Issue 3, 1998, Pages 177-195

  Beaulieu, Marie Claude ^a  

^a NONE

Author keywords

Basis; G13; Intertemporal risk; Nonsynchronous trading; One step ahead forecasts; Stock market index; Time to maturity

Indexed keywords

EID: 0040092243     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00017-0     Document Type: Article

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