Browsing IBAC 2012 by Subject "Stock index futures, ISE 30 index, Lead-lag relationship, Error correction model"

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Browsing IBAC 2012 by Subject "Stock index futures, ISE 30 index, Lead-lag relationship, Error correction model"

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  • LEAD-LAG RELATIONSHIP BETWEEN ISE 30 SPOT AND FUTURES MARKETS 
    Serhat Yanik; Yusuf Ayturk (International Balkan Annual Conference, 2013-07-15)
    The lead-lag relationship between spot and futures markets indicates which marketleads to the other. Determining the direction of this casual relationship between spot and futures market carries important information for ...

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