Discretionary government intervention and the mispricing of index futures
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference30 articles.
1. Foreign-Exchange Trading Volume and Federal Reserve Intervention
2. A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
3. Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis
4. EARLY UNWINDING STRATEGY IN INDEX OPTIONS-FUTURES ARBITRAGE
5. Taxes and the Pricing of Stock Index Futures
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