Measuring cash-futures temporal effects in the UK using partial adjustment factors
Authors: Theobald M.1; 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: 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

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