Work

Is there a maturity effect in the price of the S&P 500 futures contract?

Year: 2001

Type: article

Source: Applied Economics Letters

DOI: 10.1080/13504850110036355

Authors: Imad A. Moosa, Bernard Bollen

Institution: La Trobe University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2029624243

FWCI: 1.136

Cites: 11

Cited by: 21

Related to: 10