Seasonality in ex ante German stock index futures arbitrage: where do reverse cash and carry arbitrage profits in Germany come from?
Monograph
Röder, Klaus and Bamberg, Günter (1994) Seasonality in ex ante German stock index futures arbitrage: where do reverse cash and carry arbitrage profits in Germany come from? Arbeitspapiere zur mathematischen Wirtschaftsforschung 120, Working Paper, Institut für Statistik und Mathematische Wirtschaftstheorie, Augsburg.Involved Institutions
Details
| Item type | Monograph (Working Paper) |
| Publisher | Institut für Statistik und Mathematische Wirtschaftstheorie |
| Place of Publication | Augsburg |
| Other Series | Arbeitspapiere zur mathematischen Wirtschaftsforschung |
| Volume | 120 |
| Number of Pages | 41 |
| Date | 1994 |
| Date of publication | 05 Aug 2009 14:00 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder) |
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics |
| Status | Published |
| Refereed | Unknown |
| Created at the University of Regensburg | Unknown |
| Item ID | 8772 |
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