Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/09603100110087996
Reference19 articles.
1. To What Extent did Stock Index Futures Contribute to the October 1987 Stock Market Crash?
2. A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
3. Index Arbitrage and Nonlinear dynamics Between the S&P 500 Futures and Cash
4. Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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