This paper focuses on the use of market variables that exploit the linkages between spot, futures and derivatives markets, as opposed to the business cycle indicators employed in most of the earlier studies.
EDHEC Business School
Warwick Business School, University of Warwick
Warwick Business School, University of Warwick
Type: | Working paper |
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Date: | le 04/06/2007 |
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Research Cluster : | Finance |