Intraday and Interday Basis Dynamics: evidence from the FTSE 100 Index futures market

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	133-152
Journal	Studies in Nonlinear Dynamics and Econometrics
Volume	5(2)
Publication status	Published - Jul 2001

Cite this

@article{958fd7c564a34e6d82c292b68c7bbc3a,

title = "Intraday and Interday Basis Dynamics: evidence from the FTSE 100 Index futures market",

author = "I. Garrett and Nick Taylor",

year = "2001",

month = jul,

language = "English",

volume = "5(2)",

pages = "133--152",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1081-1826",

publisher = "Berkeley Electronic Press",

}