Stock Index Futures Rollover Strategies
T.Silvka, Ronald
Stock Index Futures Rollover Strategies An Empirical Study of Four countries - Pages : 7-24
Rollover Strategy
Calendar spreads
Stock Index futures
Roll yield
FTSE 100
S&P 500
Nifty
A50
Stock Index Futures Rollover Strategies An Empirical Study of Four countries - Pages : 7-24
Rollover Strategy
Calendar spreads
Stock Index futures
Roll yield
FTSE 100
S&P 500
Nifty
A50
