Measuring cash-futures temporal effects in the UK using partial adjustment factors

Authors: Theobald M.; Yallup P.

Source: Journal of Banking and Finance, Volume 22, Number 2, February 1998 , pp. 221-243(23)

Publisher: Elsevier

Keywords: [JEL classification codes] G13; [JEL classification codes] G14; [JEL classification codes] G18; Cash/futures linkages; Partial adjustments

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/S0378-4266(97)00056-3

Affiliations: 1: Department of Accounting and Finance, The Birmingham Business School, University of Birmingham, Edgbaston, Birmingham, B15 2TT, UK

Publication date: 1998-02-01

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• In this Subject: Finance
• By this author: Theobald M. ;  Yallup P.

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