Examination of the Cost-of-Carry Formula for Futures Contracts on WIG20. Wavelet and Nonlinear Cointegration Analysis

Author:

Bruzda Joanna

Publisher

Springer Milan

Reference37 articles.

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3. Arranz M.A., Escribano A. (2004) Outliers-Robust ECM Cointegration Tests Based on the Trend Components. Spanish Economic Review 6:243–266

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5. Biakowski J., Jakubowski J. (2003) The Test of Market Efficiency and Index Arbitrage Profitability on Emerging Polish Stock and Futures Index Markets. Postgraduate Research Programme: Capital Markets and Finance in the Enlarged Europe. Europa-Universität Viadrina 24:1–26

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