The Introduction of the CAC40 Master Unit and the CAC40 Index Spot-Futures Pricing Relationship

View/Open

807804_full.pdf (252.5Kb)

Date

2005

Dewey

Economie financière

Sujet

Efficiency; Arbitrage; Futures; ETF

JEL code

G12; G14

Conference name

EFMA 2006

Conference date

07-2006

Conference city

Madrid

Conference country

Espagne

URI

https://basepub.dauphine.fr/handle/123456789/2933

Collections

• DRM : Publications

Metadata

Show full item record

Author

Gresse, Carole

Deville, Laurent

de Séverac, Béatrice

Type

Communication / Conférence

Item number of pages

32