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PRICE MOVEMENTS AND PRICE DISCOVERY IN THE MUNICIPAL BOND INDEX AND THE INDEX FUTURES MARKETS
被引:4
作者
:
HUNG, MW
论文数:
0
引用数:
0
h-index:
0
机构:
NATL TAIWAN UNIV,TAIPEI,TAIWAN
HUNG, MW
ZHANG, H
论文数:
0
引用数:
0
h-index:
0
机构:
NATL TAIWAN UNIV,TAIPEI,TAIWAN
ZHANG, H
机构
:
[1]
NATL TAIWAN UNIV,TAIPEI,TAIWAN
[2]
CHINESE UNIV HONG KONG,DEPT FINANCE,HONG KONG,HONG KONG
来源
:
JOURNAL OF FUTURES MARKETS
|
1995年
/ 15卷
/ 04期
关键词
:
D O I
:
10.1002/fut.3990150406
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
[No abstract available]
引用
收藏
页码:489 / 506
页数:18
相关论文
共 17 条
[1]
COMMON STOCHASTIC TRENDS IN A SYSTEM OF EXCHANGE-RATES
BAILLIE, RT
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
BAILLIE, RT
BOLLERSLEV, T
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
BOLLERSLEV, T
[J].
JOURNAL OF FINANCE,
1989,
44
(01)
: 167
-
181
[2]
A FURTHER ANALYSIS OF THE LEAD-LAG RELATIONSHIP BETWEEN THE CASH MARKET AND STOCK INDEX FUTURES MARKET
CHAN, KL
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
CHAN, KL
[J].
REVIEW OF FINANCIAL STUDIES,
1992,
5
(01)
: 123
-
152
[3]
COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
GRANGER, CWJ
[J].
ECONOMETRICA,
1987,
55
(02)
: 251
-
276
[4]
FULLER WA, 1976, INTRO STATISTICAL TI
[5]
THE PRICING RELATIONSHIP OF EURODOLLAR FUTURES AND EURODOLLAR DEPOSIT RATES
FUNG, HG
论文数:
0
引用数:
0
h-index:
0
机构:
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
FUNG, HG
LEUNG, WK
论文数:
0
引用数:
0
h-index:
0
机构:
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
LEUNG, WK
[J].
JOURNAL OF FUTURES MARKETS,
1993,
13
(02)
: 115
-
126
[6]
PRICE MOVEMENTS AND PRICE DISCOVERY IN FUTURES AND CASH MARKETS
GARBADE, KD
论文数:
0
引用数:
0
h-index:
0
GARBADE, KD
SILBER, WL
论文数:
0
引用数:
0
h-index:
0
SILBER, WL
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1983,
65
(02)
: 289
-
297
[7]
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV OXFORD NUFFIELD COLL,OXFORD OX1 1NF,ENGLAND
GRANGER, CWJ
[J].
OXFORD BULLETIN OF ECONOMICS AND STATISTICS,
1986,
48
(03)
: 213
-
228
[8]
GROSSMAN SJ, 1977, REV ECON STUD, V64, P431
[9]
THE TEMPORAL PRICE RELATIONSHIP BETWEEN S-AND-P 500 FUTURES AND THE S-AND-P 500 INDEX
KAWALLER, IG
论文数:
0
引用数:
0
h-index:
0
机构:
KANSAS STATE UNIV AGR & APPL SCI,MANHATTAN,KS 66506
KAWALLER, IG
KOCH, PD
论文数:
0
引用数:
0
h-index:
0
机构:
KANSAS STATE UNIV AGR & APPL SCI,MANHATTAN,KS 66506
KOCH, PD
KOCH, TW
论文数:
0
引用数:
0
h-index:
0
机构:
KANSAS STATE UNIV AGR & APPL SCI,MANHATTAN,KS 66506
KOCH, TW
[J].
JOURNAL OF FINANCE,
1987,
42
(05)
: 1309
-
1329
[10]
TIME-VARYING DISTRIBUTIONS AND DYNAMIC HEDGING WITH FOREIGN-CURRENCY FUTURES
KRONER, KF
论文数:
0
引用数:
0
h-index:
0
机构:
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
KRONER, KF
SULTAN, J
论文数:
0
引用数:
0
h-index:
0
机构:
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
SULTAN, J
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1993,
28
(04)
: 535
-
551
←
1
2
→
共 17 条
[1]
COMMON STOCHASTIC TRENDS IN A SYSTEM OF EXCHANGE-RATES
BAILLIE, RT
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
BAILLIE, RT
BOLLERSLEV, T
论文数:
0
引用数:
0
h-index:
0
机构:
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60201
BOLLERSLEV, T
[J].
JOURNAL OF FINANCE,
1989,
44
(01)
: 167
-
181
[2]
A FURTHER ANALYSIS OF THE LEAD-LAG RELATIONSHIP BETWEEN THE CASH MARKET AND STOCK INDEX FUTURES MARKET
CHAN, KL
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
CHAN, KL
[J].
REVIEW OF FINANCIAL STUDIES,
1992,
5
(01)
: 123
-
152
[3]
COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING
ENGLE, RF
论文数:
0
引用数:
0
h-index:
0
ENGLE, RF
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
GRANGER, CWJ
[J].
ECONOMETRICA,
1987,
55
(02)
: 251
-
276
[4]
FULLER WA, 1976, INTRO STATISTICAL TI
[5]
THE PRICING RELATIONSHIP OF EURODOLLAR FUTURES AND EURODOLLAR DEPOSIT RATES
FUNG, HG
论文数:
0
引用数:
0
h-index:
0
机构:
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
FUNG, HG
LEUNG, WK
论文数:
0
引用数:
0
h-index:
0
机构:
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
LOUISIANA STATE UNIV, BATON ROUGE, LA 70803 USA
LEUNG, WK
[J].
JOURNAL OF FUTURES MARKETS,
1993,
13
(02)
: 115
-
126
[6]
PRICE MOVEMENTS AND PRICE DISCOVERY IN FUTURES AND CASH MARKETS
GARBADE, KD
论文数:
0
引用数:
0
h-index:
0
GARBADE, KD
SILBER, WL
论文数:
0
引用数:
0
h-index:
0
SILBER, WL
[J].
REVIEW OF ECONOMICS AND STATISTICS,
1983,
65
(02)
: 289
-
297
[7]
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
GRANGER, CWJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV OXFORD NUFFIELD COLL,OXFORD OX1 1NF,ENGLAND
GRANGER, CWJ
[J].
OXFORD BULLETIN OF ECONOMICS AND STATISTICS,
1986,
48
(03)
: 213
-
228
[8]
GROSSMAN SJ, 1977, REV ECON STUD, V64, P431
[9]
THE TEMPORAL PRICE RELATIONSHIP BETWEEN S-AND-P 500 FUTURES AND THE S-AND-P 500 INDEX
KAWALLER, IG
论文数:
0
引用数:
0
h-index:
0
机构:
KANSAS STATE UNIV AGR & APPL SCI,MANHATTAN,KS 66506
KAWALLER, IG
KOCH, PD
论文数:
0
引用数:
0
h-index:
0
机构:
KANSAS STATE UNIV AGR & APPL SCI,MANHATTAN,KS 66506
KOCH, PD
KOCH, TW
论文数:
0
引用数:
0
h-index:
0
机构:
KANSAS STATE UNIV AGR & APPL SCI,MANHATTAN,KS 66506
KOCH, TW
[J].
JOURNAL OF FINANCE,
1987,
42
(05)
: 1309
-
1329
[10]
TIME-VARYING DISTRIBUTIONS AND DYNAMIC HEDGING WITH FOREIGN-CURRENCY FUTURES
KRONER, KF
论文数:
0
引用数:
0
h-index:
0
机构:
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
KRONER, KF
SULTAN, J
论文数:
0
引用数:
0
h-index:
0
机构:
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
BENTLEY COLL,DEPT FINANCE,WALTHAM,MA 02254
SULTAN, J
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1993,
28
(04)
: 535
-
551
←
1
2
→