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Seasonality in ex ante German stock index futures arbitrage: where do reverse cash and carry arbitrage profits in Germany come from?

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.

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Item type:Monograph (Working Paper)
Date:1994
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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