THE MARKET FOR JAPANESE STOCK INDEX FUTURES - SOME PRELIMINARY EVIDENCE

被引：24

作者：

BAILEY, W

机构：

来源：

关键词：

D O I：

10.1002/fut.3990090403

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：283 / 295

页数：13

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[4]

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COX JC, 1981, J FINANC, V36, P769

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DIETRICHCAMPBELL, B ;

SCHWARTZ, E .

[8] HEDGING PERFORMANCE OF THE NEW FUTURES MARKETS [J].

EDERINGTON, LH .

FIGLEWSKI, S .

FRENCH, KR ;

ROLL, R .