The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures
2007 ◽
Vol 17
(2)
◽
pp. 198-211
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Keyword(s):
1991 ◽
Vol 11
(2)
◽
pp. 179-190
◽
Keyword(s):
Keyword(s):
2003 ◽
Vol 11
(2)
◽
pp. 1-26
Keyword(s):
2005 ◽
Vol 13
(1)
◽
pp. 29-52
Keyword(s):
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation
2000 ◽
Vol 20
(7)
◽
pp. 603-624
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Keyword(s):
2008 ◽
Vol 14
(3)
◽
pp. 211-223
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Keyword(s):
2001 ◽
Vol 11
(6)
◽
pp. 651-658
◽
Keyword(s):
1995 ◽
Vol 19
(1)
◽
pp. 117-129
◽
Keyword(s):