Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers

Lucio Sarno and Giorgio Valente ()

No 160, Royal Economic Society Annual Conference 2002 from Royal Economic Society

Date: 2002-08-29
New Economics Papers: this item is included in nep-ets, nep-fin and nep-fmk
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Related works:
Journal Article: Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers (2005)
Journal Article: Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers (2005)
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