THE CAUSAL RELATIONSHIP BETWEEN FUTURES PRICE VOLATILITY AND THE CASH PRICE VOLATILITY OF GNMA SECURITIES

被引：9
作者：
BHATTACHARYA, AK
RAMJEE, A
RAMJEE, B
机构：
来源：
JOURNAL OF FUTURES MARKETS | 1986年 / 6卷 / 01期
关键词：
D O I：
10.1002/fut.3990060104
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
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页码：29 / 39
页数：11
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