|
|||||
|
|
Identification by full adjustment: evidence from the relationship between futures and spot prices |
|
| Authors: | Kuiper W Erno; Pennings Joost M E; Meulenberg Matthew T G |
| Institution: | Wageningen University, Wageningen, The Netherlands University of Illinois at Urbana–Champaign, Urbana–Champaign, IL, USA |
| Abstract: | |
| Keywords: | cointegration exogeneity long-run causality spot– futures price relationship price discovery |
| 本文献已被 Oxford 等数据库收录！ | |