Modelling international price relationships and interdependencies between the stock index and stock index futures markets of three EU countries: A multivariate analysis

Journal of Business Finance and Accounting

Volumn 30, Issue 5-6, 2003, Pages 645-667

  Antoniou, Antonios ^a   Pescetto, Gioia ^a   Violaris, Antonis ^a  

^a DURHAM UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644564740     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/1468-5957.05409     Document Type: Article

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