An examination of the relationship between stock index cash and futures markets: A cointegration approach
1998; Wiley; Volume: 18; Issue: 3 Linguagem: Inglês
10.1002/(sici)1096-9934(199805)18
ISSN1096-9934
AutoresMichael A. Pizzi, Andrew J. Economopoulos, Heather M. O’Neill,
Tópico(s)Monetary Policy and Economic Impact
ResumoJournal of Futures MarketsVolume 18, Issue 3 p. 297-305 An examination of the relationship between stock index cash and futures markets: A cointegration approach Michael A. Pizzi, Michael A. Pizzi Board of Governors of the Federal Reserve SystemSearch for more papers by this authorAndrew J. Economopoulos, Corresponding Author Andrew J. Economopoulos Ursinus College, P.O. Box 1000, Collegeville, PA 19426-1000Ursinus College, P.O. Box 1000, Collegeville, PA 19426-1000Search for more papers by this authorHeather M. O'Neill, Heather M. O'Neill Ursinus College, P.O. Box 1000, Collegeville, PA 19426-1000Search for more papers by this author Michael A. Pizzi, Michael A. Pizzi Board of Governors of the Federal Reserve SystemSearch for more papers by this authorAndrew J. Economopoulos, Corresponding Author Andrew J. Economopoulos Ursinus College, P.O. Box 1000, Collegeville, PA 19426-1000Ursinus College, P.O. Box 1000, Collegeville, PA 19426-1000Search for more papers by this authorHeather M. O'Neill, Heather M. O'Neill Ursinus College, P.O. Box 1000, Collegeville, PA 19426-1000Search for more papers by this author First published: 07 December 1998 https://doi.org/10.1002/(SICI)1096-9934(199805)18:3 3.0.CO;2-3Citations: 82AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume18, Issue3May 1998Pages 297-305 RelatedInformation
Referência(s)