Browse "RIMS Collection" by Subject CASH

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1
Nonlinear dynamics in arbitrage of the S&P 500 index and futures: A threshold error-correction model

Kim, Bong-Han; Chun, Sun-Eae; Min, Hong Ghi, ECONOMIC MODELLING, v.27, pp.566 - 573, 2010-03

2
Price discovery among SSE 50 Index-based spot, futures, and options markets

Ahn, Kwangwon; Bi, Yingyao; Sohn, Sungbin, Journal of Futures Markets, v.39, no.2, pp.238 - 259, 2019-02

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