Anticiparea prețului spot utilizând cotații futures
Anticipation of the spot price using futures quotations
Author(s): Claudia Nedelcu, Elena-Cătălina NăstaseSubject(s): Economy, Business Economy / Management, Financial Markets
Published by: EDITURA ASE
Keywords: stock market index; spot price; econometric model;
Summary/Abstract: This study is based on the hypothesis that any information available on the market that produces certain changes in the futures contract price may be useful in anticipating spot price changes. The analysis is based on ARMA-VAR methodology.
Journal: Colecția de working papers "ABC-ul Lumii Financiare"
- Issue Year: 2019
- Issue No: 8
- Page Range: 457-470
- Page Count: 14
- Language: Romanian
