Impacts of shifts in uncertainty on spot and futures price change serial correlation and standardized covariation measures

Dean Leistikow

Journal of Futures Markets, 1993, vol. 13, issue 8, 873-887

Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jfutmk:v:13:y:1993:i:8:p:873-887

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0270-7314

Journal of Futures Markets is currently edited by Robert I. Webb

More articles in Journal of Futures Markets from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().