readme.mkv.txt
Creators:
Martin Martens
;
Paul Kofman
;
Ton Vorst
From the dataset abstract
Index-futures arbitragers only enter into the market if the deviation from the arbitrage relation is sufficiently large to compensate for transaction costs and associated interest rate...
Source: A threshold error-correction model for intraday futures and index returns (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/85b0f198-662c-4774-8b3f-8d7085202b20/resource/28c6a028-8dc6-495f-b94e-7aae7be70f8f/download/readme.mkv.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
